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

0.8401
Delayed Data
As of Mar 27
 -0.0452 / -5.11%
Today’s Change
0.74
Today|||52-Week Range
3.12
-22.68%
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+3.54% 3 years-80.16%
3 months-7.58% 5 years--
1 year-71.54% Since inception-80.15%
Data through 03/28/2015

Quote Details

Previous close$0.89
Open day’s range0.84 – 0.86
Net asset value (NAV)0.85 (03/27/2015)
Daily volume15,599
Average volume (3 months)139,617
Data as of 3:58pm ET, 03/27/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.10%
Risk 5 year sharpe ratio---0.91
Net assets$5.8M$200.5M
Average market cap--$72.9B
Average P/E--18.4
Dividend / Share----

Competitors

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

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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