Volatility(VIX) Based Funds

Include: Short Funds yes --- yes no only Leveraged Funds yes ---- yes no only

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 Friday's Closing data.

✓	Name	Symbol	RSf	Rtn-1d	Rtn-5d	Rtn-1mo	Rtn-3mo	Rtn-6mo	Rtn-1yr	$vol-21
	IPATH S&P 500 DYNAMIC VIX ETN	XVZ	99.95	0.71	-0.17	-5.39	101.75	95.40	108.40	70k
	ProShares VIX Mid-Term Futures ETF	VIXM	99.89	-0.03	-2.34	-5.33	85.14	77.65	80.54	2m
	iPath B S&P 500 VIX Md-Trm Futs ETN	VXZ	99.84	-0.05	-2.57	-4.94	84.90	77.71	80.69	663k
	ProShares Ultra VIX Short-Term Futures ETF	UVXY	99.79	-1.20	-10.07	-33.56	124.43	113.30	-5.54	419m
	VelocityShares Daily 2x VIX ST ETN	TVIX	99.73	-1.52	-14.10	-43.34	135.84	104.70	-35.74	1b
	VelocityShares Long VIX Short Term ETN	VIIX	99.68	-0.74	-6.34	-21.94	94.68	93.54	18.61	1m
	iPath B S&P 500 VIX S/T Futs ETN	VXX	99.62	-0.95	-6.15	-22.04	94.40	93.52	18.37	821m
	ProShares VIX Short-Term Futures ETF	VIXY	99.57	-0.78	-6.32	-22.30	94.07	93.01	18.12	89m
	ProShares Short VIX Short-Term Futures ETF	SVXY	4.18	0.30	2.55	9.42	-41.99	-44.56	-33.91	116m
	VelocityShares Daily Inverse VIX Medium-Term ETN	ZIV	1.98	0.50	2.39	2.91	-56.72	-55.85	-57.59	3m

10 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 Friday's Closing data.

Symbol	05/22	05/15	05/08	05/01	04/24	04/17	04/09	04/02	03/26	03/19	03/12	03/05	02/27
XVZ	99.9	99.8	99.8	99.5	99.5	99.5	99.5	99.2	99.0	99.2	98.7	97.7	73.2
VIXM	99.9	99.5	99.5	99.5	99.5	99.4	99.4	99.2	98.9	98.5	97.9	94.9	83.0
VXZ	99.8	99.6	99.5	99.4	99.4	99.4	99.4	99.1	98.9	98.6	98.0	95.1	84.5
UVXY	99.8	99.9	99.9	99.7	99.7	99.8	99.8	99.8	99.7	99.7	99.6	95.3	19.0
TVIX	99.7	99.9	99.9	99.8	99.8	99.9	99.9	99.9	99.8	99.9	99.8	93.0	7.7
VIIX	99.7	99.7	99.6	99.6	99.6	99.6	99.7	99.5	99.3	99.6	99.2	95.2	46.1
VXX	99.6	99.7	99.6	99.7	99.6	99.7	99.6	99.4	99.2	99.5	99.0	94.8	44.9
VIXY	99.6	99.6	99.7	99.6	99.7	99.6	99.6	99.4	99.3	99.5	99.0	95.4	44.3
SVXY	4.2	4.2	4.1	3.7	4.2	4.8	5.1	7.1	6.4	6.9	7.6	6.8	18.6
ZIV	2.0	2.1	2.1	2.2	2.6	2.6	3.0	4.4	4.9	5.3	7.6	6.0	12.5

This page is the result of this screen plus the filters set above.

Symbols can be added or removed by changing the list below. Symbols should be separated by a space character. A maximum of 100 symbols can be included. If more than 100 are included then the list will be truncated. Click the Update button to refresh the page.