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C-Tracks Exchange-Traded Notes linked to the Citi Volatility Index Total Return (CVOL)

0.7485
Delayed Data
As of Feb 12
 -0.0614 / -7.58%
Today’s Change
0.38
Today|||52-Week Range
1.14
+75.21%
Year-to-Date

Investment Objective

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.

Performance

1 month+40.15% 3 years-64.51%
3 months+57.37% 5 years-71.28%
1 year-22.00% Since inception-74.60%
Data through 02/13/2016

Quote Details

Previous close$0.81
Open day’s range0.73 – 0.80
Net asset value (NAV)0.75 (02/12/2016)
Daily volume110,144
Average volume (3 months)160,373
Data as of 3:59pm ET, 02/12/2016

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return-71.28%-43.47%
Expense Gross exp ratio1.15%1.08%
Risk 5 year sharpe ratio-0.93--
Net assets$3.8M$194.6M
Average market cap--$37.3B
Average P/E--16.0
Dividend / Share--13.81%

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VIIX VelocityShares VIX Short-Term ETN
VXX iPath® S&P 500 VIX Short-Term Futures...

Holdings

Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
Holdings not available.

Partner Offers