Volatility(VIX) Based Funds

Volume Filter dolVol21 ----- dolVol21 Vol60 > < 0 ----- 0 100,000 500,000 1,000,000 5,000,000 10,000,000 Right Column:      default ----- default Price Volume cGroup $vol-21 Rtn-10d Rtn-2mo Rtn-4mo Rtn-5mo Rtn-3-6-12 Rtn-YTD RRS-21 RRS-42 RRS-63 RRS-126 RRS-189 RRS-252 1stDate

Data Timeliness Current Last Close

Check desired symbols for Comparison Chart or to View Correlations.

 

Viewing Thursday's Closing data.

✓	Name	Symbol	RSf	Rtn-1d	Rtn-5d	Rtn-1mo	Rtn-3mo	Rtn-6mo	Rtn-1yr	$vol-21
	iPath B S&P 500 VIX S/T Futs ETN	VXX	97.86	4.28	4.75	31.19	31.22	9.24	-1.81	417m
	ProShares VIX Short-Term Futures ETF	VIXY	97.78	4.37	4.80	30.61	31.52	8.34	-3.21	98m
	ProShares Ultra VIX Short-Term Futures ETF	UVXY	96.79	5.85	6.39	46.10	40.86	1.72	-25.67	537m
	iPath B S&P 500 VIX Md-Trm Futs ETN	VXZ	95.16	2.48	0.55	12.36	15.52	6.72	0.99	2m
	ProShares VIX Mid-Term Futures ETF	VIXM	94.76	2.00	0.37	12.30	15.07	5.83	0.43	6m
	Volatility Shares 2x Long VIX Futures ETF	UVIX	83.27	8.96	8.14	62.60	45.72	-10.71	-57.01	302m
	LHA Market State Tactical Beta ETF	MSTB	33.97	-1.06	-3.60	-7.94	-7.76	-1.02	5.09	496k
	Simplify Volatility Premium ETF	SVOL	3.77	-1.81	-6.86	-15.99	-16.96	-16.62	-13.39	28m
	ProShares Short VIX Short-Term Futures ETF	SVXY	3.10	-2.24	-3.04	-14.07	-17.22	-10.47	-17.99	93m
	Velocity Premium Plus ETF	ZVOL	1.85	-2.42	-1.38	-14.17	-21.68	-19.31	-18.24	644k
	Volatility Shares Short VIX Futures ETF	SVIX	0.55	-4.23	-6.27	-27.01	-35.48	-27.73	-51.19	121m

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 Thursday's Closing data.

Symbol	03/13	03/06	02/27	02/20	02/12	02/05	01/29	01/22	01/14	01/06	12/27	12/19	12/12
VXX	97.9	95.7	21.0	2.6	3.0	1.3	1.7	1.9	6.1	2.7	4.2	88.2	2.3
VIXY	97.8	94.9	18.2	2.5	2.7	1.1	1.6	1.7	5.7	2.4	3.9	86.8	2.2
UVXY	96.8	90.1	3.1	1.1	1.1	0.5	0.7	0.7	1.2	0.7	1.1	61.8	1.0
VXZ	95.2	94.6	84.7	20.2	17.3	3.7	6.5	7.5	23.9	6.2	9.6	64.5	5.1
VIXM	94.8	94.5	83.2	19.0	18.4	3.3	5.9	7.9	21.7	5.9	9.9	62.3	5.0
UVIX	83.3	12.6	0.7	0.4	0.4	0.1	0.1	0.2	0.3	0.1	0.3	5.1	0.2
MSTB	34.0	47.1	65.7	68.2	68.3	61.6	70.7	71.9	63.6	72.6	75.9	72.6	66.1
SVOL	3.8	5.9	9.2	19.2	18.4	43.0	31.2	43.8	20.3	33.2	34.2	11.1	21.6
SVXY	3.1	3.4	6.1	8.2	10.0	59.4	14.5	14.8	10.2	19.2	13.9	2.9	12.7
ZVOL	1.8	1.6	2.1	2.9	3.4	11.7	5.6	9.0	8.8	25.5	19.0	3.2	12.9
SVIX	0.6	0.6	0.9	1.8	1.9	13.9	2.5	2.1	1.2	2.0	1.6	0.7	2.7

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