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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 Friday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupLHA Market State Tactical Beta ETFMSTB71.42-0.342.652.612.828.7520.56295k
popupSimplify Volatility Premium ETFSVOL41.650.092.844.232.361.065.8125m
popupProShares Short VIX Short-Term Futures ETFSVXY13.960.212.186.096.26-9.20-3.9458m
popupVelocity Premium Plus ETFZVOL7.85-0.151.322.73-4.05-9.063.17550k
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ7.150.25-1.26-4.32-1.95-4.28-7.23594k
popupProShares VIX Mid-Term Futures ETF VIXM6.850.07-0.76-3.57-2.26-4.35-7.472m
popupVolatility Shares Short VIX Futures ETFSVIX2.220.223.959.815.49-34.45-33.9379m
popupiPath B S&P 500 VIX S/T Futs ETNVXX1.67-0.45-4.31-13.19-18.40-15.15-25.89224m
popupProShares VIX Short-Term Futures ETF VIXY1.63-0.29-4.29-12.69-18.73-15.86-26.9469m
popupProShares Ultra VIX Short-Term Futures ETFUVXY0.67-1.16-6.55-20.52-31.12-35.97-50.64294m
popupVolatility Shares 2x Long VIX Futures ETFUVIX0.11-0.87-8.90-28.41-43.93-59.91-75.07147m
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 Friday's Closing data.

Symbol 01/2401/1601/0812/3112/2312/1612/0912/0211/2211/1511/0811/0110/25
MSTB 71.465.969.066.275.871.064.862.560.562.460.955.071.5
SVOL 41.733.328.527.627.326.823.320.120.718.920.722.47.8
SVXY 14.018.711.512.911.216.519.431.26.36.312.018.02.5
ZVOL 7.812.114.818.612.18.815.230.113.012.626.111.33.8
VXZ 7.17.812.211.29.66.43.93.55.16.93.43.55.2
VIXM 6.86.811.410.08.46.43.73.45.06.53.42.55.0
SVIX 2.22.31.41.51.42.83.53.91.71.33.12.60.5
VXX 1.72.14.44.74.02.42.11.83.74.42.01.78.3
VIXY 1.61.94.14.34.22.32.01.83.44.11.91.77.3
UVXY 0.70.71.01.01.21.11.00.71.71.80.91.32.5
UVIX 0.10.10.30.30.40.40.20.10.50.50.20.00.7

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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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