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

0.7387
Delayed Data
As of Aug 27
 -0.0113 / -1.51%
Today’s Change
0.42
Today|||52-Week Range
2.32
-32.01%
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+42.91% 3 years-78.10%
3 months+33.86% 5 years--
1 year-36.27% Since inception-77.86%
Data through 08/28/2015

Quote Details

Previous close$0.75
Open day’s range0.62 – 0.78
Net asset value (NAV)0.73 (08/27/2015)
Daily volume179,570
Average volume (3 months)125,731
Data as of 08/27/2015

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$3.1M$137.0M
Average market cap--$37.8B
Average P/E--16.5
Dividend / Share--11.97%

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.

Partner Offers