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

0.5499
Delayed Data
As of May 27
 -0.0401 / -6.80%
Today’s Change
0.53
Today|||52-Week Range
2.32
-49.39%
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-18.96% 3 years-84.22%
3 months-33.83% 5 years--
1 year-72.03% Since inception-80.91%
Data through 05/28/2015

Quote Details

Previous close$0.59
Open day’s range-- – --
Net asset value (NAV)0.55 (05/27/2015)
Daily volume55,336
Average volume (3 months)81,399
Data as of 05/27/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.10%
Risk 5 year sharpe ratio----
Net assets$4.9M$179.7M
Average market cap--$75.0B
Average P/E--18.7
Dividend / Share----

Competitors

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

Holdings

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

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