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Cboe US - Delayed Quote USD

-1x Short VIX Futures ETF (SVIX)

10.50
-2.49
(-19.17%)
At close: April 10 at 4:00:00 PM EDT
10.24
-0.26
(-2.48%)
After hours: April 10 at 7:59:59 PM EDT

ETF Summary

The index measures the daily inverse performance of a portfolio of first and second month VIX futures contracts. This theoretical portfolio is rolled each day to maintain a consistent time to maturity of the futures contracts. The index is calculated daily at 4:00 p.m. (Eastern time) and at a value calculated from the average price for the futures contracts between 3:45 p.m. (Eastern time) and 4:00 p.m. (Eastern time).

Risk Overview

Performance & Risk

YTD Return -48.80%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 2.38
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
SVIXCategory AverageSVIXCategory AverageSVIXCategory Average
Alpha 8.32 -- 0 -- 0 --
BETA 2.38 -- 0 -- 0 --
Mean Annual Return 2.19 -- 0 -- 0 --
R-squared 55.53 -- 0 -- 0 --
Standard Deviation 54.82 -- 0 -- 0 --
Sharpe Ratio 0.4 -- 0 -- 0 --
Treynor Ratio 3.45 -- 0 -- 0 --

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