VIXYProShares VIX Short-Term Futures ETF

Take a bet15y track recordRanked #76 of 775 in this goal

The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the S&P 500 over 30 days in the future.

By ProShares · Launched 2011

Annual Cost

0.96%

#4,788 of 5,562 · expensive

Fund Size

$230M

#2,208 of 5,562 · mid-size

Return (1Y)Goal

-54.4%

Track Record

15 years

#852 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$4,959-50.4%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Volatility strategy

Index tracked

S&P 500 VIX Short-Term Futures Index

What it actually holds

By weight

Concentration

Top 1 holdings = 10.2% of fund✓ well diversified

ProShares GENIUS Money Market ETFIQMM

10.2%

Asset allocation

Cash

53.1%

Other

46.9%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

56.5%High

Year-on-year price swings

Max drawdown

-99.9%Severe

Worst peak-to-trough loss

Sharpe (3Y)

-0.46Below average

Sortino (3Y)

-0.74Moderate downside risk

Where to buy

Listing

Exchange: Cboe BZX

Full fund details

Objective: The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the S&P 500 over 30 days in the future.
Strategy: The principal investment strategy of the ProShares VIX Short-Term Futures ETF involves investing in VIX futures contracts and other financial instruments that provide exposure to the volatility of the S&P 500 Index. The fund aims to achieve its investment objective by maintaining a portfolio that reflects the performance of the S&P 500 VIX Short-Term Futures Index on a daily basis.
Inception date: January 3, 2011
Fund family: ProShares