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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 Monday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupLHA Market State Tactical Beta ETFMSTB66.04-0.150.042.033.3514.2331.50437k
popupSimplify Volatility Premium ETFSVOL9.69-0.64-0.05-3.21-3.103.0212.1420m
popupVS -1x Short VIX Mid-Term Futures StrategyZIVB6.720.502.00-1.92-9.360.847.74559k
popupiPath B S&P 500 VIX S/T Futs ETNVXX5.210.27-1.538.2618.54-10.04-51.19203m
popupProShares VIX Short-Term Futures ETF VIXY4.900.08-1.787.6518.21-10.85-51.7355m
popupProShares VIX Mid-Term Futures ETF VIXM3.980.41-2.13-0.742.23-7.74-31.702m
popupLHA Market State Alpha Seeker ETFMSVX3.710.050.25-0.54-10.30-7.11-3.8450k
popupDynamic Short Short-Term Volatility FuturesWEIX3.67-0.060.61-0.88-14.43-8.106.9247k
popupProShares Short VIX Short-Term Futures ETFSVXY3.59-0.040.82-4.32-20.52-8.4422.3449m
popupProShares Ultra VIX Short-Term Futures ETFUVXY1.810.19-2.5110.6312.45-27.26-72.61286m
popupVolatility Shares Short VIX Futures ETFSVIX0.77-0.231.07-9.68-45.94-32.268.1649m
popupVolatility Shares 2x Long VIX Futures ETFUVIX0.460.41-3.1512.84-8.89-51.09-88.4197m
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ0.42-0.40-2.24-0.58-74.34-7.22-30.69539k
13 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 Monday's Closing data.

Symbol 10/2110/1410/0709/3009/2309/1609/0908/3008/2308/1608/0908/0207/26
MSTB 66.063.955.363.466.162.974.581.177.483.285.079.677.8
SVOL 9.79.56.911.624.322.823.031.932.946.237.320.941.7
ZIVB 6.76.22.65.410.110.78.215.512.420.210.49.755.0
VXX 5.27.058.65.43.04.87.21.71.81.25.37.50.8
VIXY 4.96.954.65.22.74.56.91.71.71.14.56.80.7
VIXM 4.05.013.06.45.08.213.05.24.84.27.37.32.8
MSVX 3.73.53.64.54.97.07.811.49.312.026.914.618.6
WEIX 3.73.12.23.74.55.04.96.15.87.04.412.457.6
SVXY 3.62.81.93.86.15.55.311.610.520.47.214.393.1
UVXY 1.82.39.61.90.81.01.70.40.50.41.14.00.3
SVIX 0.80.40.20.71.00.60.42.22.63.30.85.396.5
UVIX 0.50.51.70.30.00.10.20.00.10.00.21.40.0
VXZ 0.45.113.56.55.08.112.75.34.94.28.77.72.8

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Any symbols marked with * are not shown in the data tables because they are either filtered out
by the above settings, not valid symbols, or are low volume ETF's not updated intra-day.

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