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

0.34
Delayed Data
As of Apr 29
 +0.0238 / +7.53%
Today’s Change
0.29
Today|||52-Week Range
1.14
-20.41%
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-2.26% 3 years-69.68%
3 months-38.53% 5 years-74.16%
1 year-50.30% Since inception-76.91%
Data through 04/30/2016

Quote Details

Previous close$0.32
Open day’s range0.32 – 0.36
Net asset value (NAV)0.33 (04/29/2016)
Daily volume162,162
Average volume (3 months)159,206
Data as of 3:48pm ET, 04/29/2016

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return-74.16%-43.47%
Expense Gross exp ratio1.15%1.08%
Risk 5 year sharpe ratio-0.96--
Net assets$2.3M$220.9M
Average market cap--$38.2B
Average P/E--15.1
Dividend / Share--11.81%

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath® S&P 500 VIX Short-Term Futures...
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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