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 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	98.69	-0.46	-0.40	1.77	6.64	6.11	124.42	180k
	ProShares VIX Mid-Term Futures ETF	VIXM	96.67	-1.52	1.66	5.59	-3.95	6.02	75.30	3m
	iPath B S&P 500 VIX Md-Trm Futs ETN	VXZ	96.56	-1.70	1.45	5.88	-3.90	5.49	75.34	692k
	iPath B S&P 500 VIX S/T Futs ETN	VXX	16.16	-2.48	4.80	2.45	-31.89	-49.53	7.27	1b
	ProShares VIX Short-Term Futures ETF	VIXY	15.67	-2.70	4.70	2.40	-32.01	-49.36	7.01	149m
	ProShares Short VIX Short-Term Futures ETF	SVXY	12.17	1.27	-2.50	-2.75	16.75	17.45	-34.38	170m
	ProShares Ultra VIX Short-Term Futures ETF	UVXY	5.02	-3.80	7.06	2.31	-45.52	-68.88	-20.57	1b

7 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	09/25	09/18	09/11	09/03	08/27	08/20	08/13	08/06	07/30	07/23	07/16	07/09	07/01
XVZ	98.7	97.9	98.1	99.2	99.1	99.7	99.6	99.4	99.7	99.7	99.6	99.3	99.3
VIXM	96.7	94.7	94.8	98.3	96.3	97.9	97.6	97.2	99.1	98.9	99.2	98.4	98.8
VXZ	96.6	94.8	95.0	98.3	96.2	98.0	97.4	97.3	99.2	99.0	99.3	98.4	98.8
VXX	16.2	8.6	10.6	93.1	45.8	73.8	73.0	83.5	94.4	95.7	97.4	95.1	94.6
VIXY	15.7	8.4	10.4	93.2	41.4	73.1	71.6	82.9	94.2	95.5	97.3	94.9	94.5
SVXY	12.2	11.0	11.1	4.1	5.6	5.8	4.3	3.7	3.6	3.6	3.3	3.7	3.5
UVXY	5.0	3.2	3.1	85.4	7.2	14.6	16.3	37.6	85.8	93.2	96.0	91.7	89.9

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