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

0.56
Delayed Data
As of 3:59pm ET
 -0.051 / -8.35%
Today’s Change
0.49
Today|||52-Week Range
2.32
-48.46%
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+6.47% 3 years-81.58%
3 months-28.85% 5 years--
1 year-56.13% Since inception-79.82%
Data through 07/01/2015

Quote Details

Previous close$0.61
Open day’s range0.54 – 0.58
Net asset value (NAV)0.61 (06/30/2015)
Daily volume94,350
Average volume (3 months)69,510
Data as of 3:59pm ET, 07/01/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.08%
Risk 5 year sharpe ratio----
Net assets$4.0M$160.6M
Average market cap--$35.7B
Average P/E--17.5
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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