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

0.8395
Delayed Data
As of Feb 27
 -0.0198 / -2.30%
Today’s Change
0.82
Today|||52-Week Range
3.50
-22.73%
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-16.37% 3 years-83.44%
3 months-12.21% 5 years--
1 year-72.28% Since inception-80.87%
Data through 02/27/2015

Quote Details

Previous close$0.86
Open day’s range0.83 – 0.86
Net asset value (NAV)0.83 (02/26/2015)
Daily volume28,108
Average volume (3 months)146,939
Data as of 3:58pm ET, 02/27/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.10%
Risk 5 year sharpe ratio---0.89
Net assets$9.1M$185.7M
Average market cap--$71.2B
Average P/E--17.6
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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