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

0.44
Delayed Data
As of Aug 04
 +0.01 / +2.33%
Today’s Change
0.42
Today|||52-Week Range
2.32
-59.50%
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-23.95% 3 years-81.69%
3 months-31.20% 5 years--
1 year-69.94% Since inception-80.51%
Data through 08/05/2015

Quote Details

Previous close$0.43
Open day’s range0.43 – 0.46
Net asset value (NAV)0.44 (08/04/2015)
Daily volume61,573
Average volume (3 months)76,789
Data as of 08/04/2015

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$4.2M$170.4M
Average market cap--$35.0B
Average P/E--16.9
Dividend / Share--3.86%

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.