Type of security: Fund
The data is delayed by 15 minutes.
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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