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

0.7099
Delayed Data
As of 3:59pm ET
 +0.0232 / +3.38%
Today’s Change
0.38
Today|||52-Week Range
1.16
+66.18%
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+21.90% 3 years-65.49%
3 months+72.74% 5 years-71.70%
1 year-37.73% Since inception-74.85%
Data through 02/10/2016

Quote Details

Previous close$0.69
Open day’s range0.63 – 0.71
Net asset value (NAV)0.72 (02/09/2016)
Daily volume261,637
Average volume (3 months)157,508
Data as of 3:59pm ET, 02/10/2016

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return-71.70%-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