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Volatility(VIX) Based Funds

     Description (show/hide)
These funds are generally based on the VIX futures, but all are related to market volatility in some way.


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Check desired symbols for Comparison Chart or to View Correlations.
 
Viewing Monday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupLHA Market State Tactical Beta ETFMSTB80.770.472.743.9215.837.2915.32185k
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ80.320.55-2.78-1.056.1920.4617.58574k
popupProShares VIX Mid-Term Futures ETF VIXM79.720.18-2.50-0.656.2820.5816.962m
popupiPath B S&P 500 VIX S/T Futs ETNVXX32.59-0.46-8.98-10.27-6.5513.6510.41243m
popupProShares VIX Short-Term Futures ETF VIXY24.73-0.53-8.81-10.38-7.1312.808.8265m
popupSimplify Volatility Premium ETFSVOL4.193.2010.192.451.77-13.94-14.9710m
popupProShares Short VIX Short-Term Futures ETFSVXY2.470.424.674.98-6.86-18.12-30.6958m
popupProShares Ultra VIX Short-Term Futures ETFUVXY2.43-0.85-13.19-16.03-19.770.91-19.84415m
popupVelocity Premium Plus ETFZVOL1.20-0.55-0.94-2.80-20.13-35.41-42.36278k
popupVolatility Shares Short VIX Futures ETFSVIX0.560.528.928.46-23.14-43.54-67.5766m
popupVolatility Shares 2x Long VIX Futures ETFUVIX0.52-1.32-17.71-22.25-40.10-25.70-59.49357m
11 symbols listed

The dynamics of Relative Strength are illustraded below for the past quarter. From this you can visualize which funds are improving on a relative basis and which are deteriorating.

5-day Intervals 21-day Intervals
Viewing Monday's Closing data.

Symbol 06/3006/2306/1306/0605/3005/2205/1505/0805/0104/2404/1604/0904/02
MSTB 80.882.583.383.281.580.183.076.678.863.165.266.224.4
VXZ 80.393.994.789.596.296.193.096.098.287.298.697.486.7
VIXM 79.793.494.589.096.296.093.196.298.198.698.697.485.4
VXX 32.690.393.957.296.797.696.297.999.799.799.799.788.3
VIXY 24.787.292.453.496.497.595.797.699.699.799.699.786.2
SVOL 4.22.12.53.13.13.76.12.32.83.03.74.34.5
SVXY 2.51.81.72.42.12.12.22.31.61.62.22.44.3
UVXY 2.410.336.03.576.490.251.894.799.599.699.899.618.8
ZVOL 1.21.00.91.11.01.11.31.30.91.21.83.12.3
SVIX 0.60.40.30.60.30.10.20.30.20.20.20.30.9
UVIX 0.51.01.20.62.53.21.96.883.797.099.296.62.2

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Any symbols marked with * are not shown in the data tables because they are either filtered out
by the above settings, not valid symbols, or are low volume ETF's not updated intra-day.

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