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

1.15
Data as of Sep 19
 +0.02 / +1.77%
Today’s Change
1.09
Today|||52-Week Range
9.16
-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-2.10% 3 years-87.18%
3 months-25.09% 5 years--
1 year-82.67% Since inception-82.92%
Data through 09/20/2014

Quote Details

Previous close$1.13
Open day’s range1.09 – 1.15
Net asset value (NAV)1.10 (09/19/2014)
Daily volume24,139
Average volume (3 months)80,969
Data as of 3:59pm ET, 09/19/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---47.65%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.14
Net assets$4.6M$172.9M
Average market cap--$70.9B
Average P/E--18.1
Dividend / Share----

Competitors

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

To view my watchlist

Not a member yet?

Sign up now for a free account

Market indexes are shown in real time, except for the DJIA, which is delayed by two minutes. All times are ET. Disclaimer Morningstar: © 2014 Morningstar, Inc. All Rights Reserved. Disclaimer The Dow Jones IndexesSM are proprietary to and distributed by Dow Jones & Company, Inc. and have been licensed for use. All content of the Dow Jones IndexesSM © 2014 is proprietary to Dow Jones & Company, Inc. Chicago Mercantile Association. The market data is the property of Chicago Mercantile Exchange Inc. and its licensors. All rights reserved. FactSet Research Systems Inc. 2014. All rights reserved. Most stock quote data provided by BATS.