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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 Wednesday's Closing data.

NameSymbolRSfRtn-1dRtn-5dRtn-1moRtn-3moRtn-6moRtn-1yr$vol-21
popupiPath B S&P 500 VIX S/T Futs ETNVXX99.632.57-5.4725.5950.6416.9120.33758m
popupProShares VIX Short-Term Futures ETF VIXY99.552.30-5.9225.6350.2315.8118.24117m
popupProShares Ultra VIX Short-Term Futures ETFUVXY99.293.81-8.1429.1563.394.13-7.43679m
popupiPath B S&P 500 VIX Md-Trm Futs ETNVXZ98.591.63-2.8514.3126.5219.2417.513m
popupProShares VIX Mid-Term Futures ETF VIXM98.521.40-2.7013.8826.4018.4416.385m
popupVolatility Shares 2x Long VIX Futures ETFUVIX86.604.52-11.4119.8656.71-21.15-49.68416m
popupLHA Market State Tactical Beta ETFMSTB76.690.602.605.67-1.510.9713.32609k
popupSimplify Volatility Premium ETFSVOL2.860.064.28-8.86-22.10-20.45-20.1220m
popupProShares Short VIX Short-Term Futures ETFSVXY1.56-1.242.92-18.25-27.18-20.52-32.14170m
popupVelocity Premium Plus ETFZVOL0.97-0.93-0.78-18.86-31.62-33.57-36.67598k
popupVolatility Shares Short VIX Futures ETFSVIX0.15-2.595.36-39.09-52.93-47.70-68.91253m
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 Wednesday's Closing data.

Symbol 04/3004/2304/1504/0804/0103/2503/1803/1103/0402/2502/1802/1002/03
VXX 99.699.799.699.893.53.892.898.491.65.13.42.02.3
VIXY 99.699.799.499.791.93.291.898.290.64.13.21.92.3
UVXY 99.399.699.399.952.70.867.797.036.81.21.30.80.7
VXZ 98.699.098.198.690.411.586.295.492.945.827.07.88.1
VIXM 98.598.798.098.587.810.684.494.992.545.123.58.47.9
UVIX 86.698.191.299.94.20.33.978.93.80.40.40.30.2
MSTB 76.760.680.669.128.026.725.135.254.565.165.768.169.7
SVOL 2.92.94.43.34.65.94.03.98.310.015.326.025.6
SVXY 1.61.82.52.84.48.63.52.84.27.96.813.510.0
ZVOL 1.01.41.93.42.54.32.32.12.02.62.84.45.0
SVIX 0.10.20.20.20.91.80.60.40.61.51.52.51.9

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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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