SVXY
ProShares Short VIX Short-Term Futures
NAV as of
4 Week: 88.58 - 98.23
52 Week: 56.53 - 98.23
Latest Closing Price
98.23
Premium / Discount
-0.12
Expense Ratio
0.95%
Investment Objective
The investment seeks daily investment results, before fees and expenses, that correspond to one-half the inverse (-0.5x) of the performance of the S&P 500 VIX Short-Term Futures Index for a single day. The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the S&P 500 over 30 days in the future.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 67.40 | 1.82 | 37.06 |
1 Day | 0.21 | 0.00 | 0.00 |
1 Week | 0.67 | 1.31 | 0.51 |
1 Month | 14.06 | 4.30 | 3.27 |
3 Months | 8.00 | 15.94 | 0.50 |
6 Months | 32.26 | 19.54 | 1.65 |
1 Year | 69.77 | 28.31 | 2.46 |
2 Years | 89.63 | 45.74 | 1.96 |
3 Years | 138.65 | 59.76 | 2.32 |
5 Years | 96.03 | 85.93 | 1.12 |
10 Years | -23.55 | 296.31 | -0.08 |
Price History
Annual Performance Return
2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
Price (%) | 104.0564 | -9.0297 | -17.2448 | 79.5387 | 179.1155 | -91.6819 | 54.9135 | -36.8893 | 48.6564 | -4.6484 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 3
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 606,290,089
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Cash | 100.0000 | 809,153,701 | 490,472,916 | 809,153,701 |
2 | Cboe Vix Future Apr20 - Cash Offset | 25.3890 | 205,435,800 | 205,435,800 | 205,435,800 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
N.A |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.0000
Price/Book*
0.0000
Price/Sales*
0.0000
Price/Cash Flow*
0.0000
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
0.0000
Sales Growth
0.0000
Cash-Flow Growth
0.0000
Book-Value Growth
0.0000
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
N.A |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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