Type of security: Fund
Tags: ETN, Index Based, Not Inversed, Unleveraged, VIX, Volatility
The data is delayed by 15 minutes.
CVOL is in the long-term down -100% in 12 years.
Horizon: 3 hours | 2 days | 5 days | 10 days | 1 month | 6 months | 1 year | 2 years | 5 years | max
Chart type: absolute | relative to S&P
Description: The investment seeks to replicate, net of expenses, the Citi Volatility Total Return Index. The index is a measure of directional exposure to the implied volatility of large-cap U.S. stocks. As a total return index, the value of the index on any day also includes daily accrued interest on the hypothetical notional value of the Index based on the 3-month U.S. Treasury rate and reinvestment into the index.
High 52 week | 1.1 | Low 52 week | 0.3 | Last close | 0.31 | Last change | 0% |
RSI | 44.44 | Average true range | 0.03 | Beta | -5.78 | Volume | |
Simple moving average 20 days | -4.02% | Simple moving average 50 days | -10.09% | Simple moving average 200 days | -39.29% |
Performance Week | 0% | Performance Month | 0% | Performance Quart | -46.55% | Performance Half | -29.55% |
Performance Year | -43.64% | Performance Year-to-date | -27.91% | Volatility daily | 4.74% | Volatility weekly | 10.59% |
Volatility monthly | 21.7% | Volatility yearly | 75.18% | Relative Volume | 0% | Average Volume | 130.75 K |
New High | New Low |
30-day SEC yield | Average market capitalization | Average weighted market capitalization | Forward P/E | ||||
Gross expense ratio | Index dividend yield | Median market cap | Number of holdings | ||||
Price to Book Value | Price to Earnings | Total expense ratio | Total net assets | ||||
Weighted market capitalization |
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