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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 Tuesday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupLHA Market State Tactical Beta ETFMSTB82.370.471.126.6712.804.6416.27194k
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ76.17-0.020.02-2.242.0619.3220.17675k
popupProShares VIX Mid-Term Futures ETF VIXM75.230.24-0.12-2.262.2418.7319.242m
popupiPath B S&P 500 VIX S/T Futs ETNVXX17.30-0.48-3.90-16.46-12.0518.0611.29217m
popupProShares VIX Short-Term Futures ETF VIXY13.90-0.35-3.87-16.66-12.2317.119.9351m
popupSimplify Volatility Premium ETFSVOL3.510.560.399.62-1.97-17.06-16.8814m
popupProShares Short VIX Short-Term Futures ETFSVXY2.650.241.978.20-4.55-21.27-30.5962m
popupProShares Ultra VIX Short-Term Futures ETFUVXY1.91-0.59-5.96-25.19-26.875.38-18.33335m
popupVelocity Premium Plus ETFZVOL1.31-0.14-0.23-1.95-17.08-34.80-41.35306k
popupVolatility Shares Short VIX Futures ETFSVIX0.750.533.7415.19-19.37-48.30-67.3375m
popupVolatility Shares 2x Long VIX Futures ETFUVIX0.45-0.71-8.14-34.00-46.73-20.63-57.93272m
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 Tuesday's Closing data.

Symbol 06/1006/0305/2705/1905/1205/0504/2804/2104/1104/0403/2803/2103/14
MSTB 82.483.280.483.681.476.474.256.386.259.322.825.028.3
VXZ 76.293.393.295.187.296.997.598.798.798.892.373.890.0
VIXM 75.293.292.895.286.096.797.498.698.698.891.572.589.1
VXX 17.384.092.797.489.798.699.499.799.799.795.669.894.5
VIXY 13.980.791.597.388.398.499.099.799.799.695.467.193.3
SVOL 3.53.54.17.83.92.92.62.93.94.13.74.33.7
SVXY 2.72.22.22.02.51.61.62.21.93.13.74.33.3
UVXY 1.97.123.186.111.696.097.999.899.899.985.56.577.6
ZVOL 1.31.11.31.21.61.01.11.61.82.52.22.82.0
SVIX 0.70.40.30.10.40.10.10.20.10.30.80.70.6
UVIX 0.40.91.43.11.28.232.399.499.499.76.81.04.5

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