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CBOE Volatility Index (^VIX)

Index · Currency in USD

^VIXPrice Chart


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^VIXPerformance

The chart shows the growth of $10,000 invested in CBOE Volatility Index on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,281 for a total return of roughly 42.81%. All prices are adjusted for splits and dividends.


^VIX (CBOE Volatility Index)
Benchmark (S&P 500)

^VIXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M79.10%0.43%
6M70.97%9.37%
YTD25.80%22.33%
1Y34.68%26.59%
5Y18.34%15.74%
10Y-1.15%14.46%

^VIXMonthly Returns Heatmap


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^VIXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current CBOE Volatility Index Sharpe ratio is 0.24. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


^VIX (CBOE Volatility Index)
Benchmark (S&P 500)

^VIXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


^VIX (CBOE Volatility Index)
Benchmark (S&P 500)

^VIXWorst Drawdowns

The table below shows the maximum drawdowns of the CBOE Volatility Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the CBOE Volatility Index is 81.85%, recorded on Oct 21, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.85%Mar 17, 2020405Oct 21, 2021
-80.96%Aug 9, 20111572Nov 3, 2017587Mar 9, 20202159
-68.07%May 21, 2010237Apr 28, 201170Aug 8, 2011307
-42.95%Jan 25, 201054Apr 12, 201018May 6, 201072
-37.68%May 10, 20103May 12, 20106May 20, 20109
-23.37%Mar 13, 20201Mar 13, 20201Mar 16, 20202
-13.15%Mar 10, 20201Mar 10, 20202Mar 12, 20203
-12.43%Jan 5, 20105Jan 11, 20107Jan 21, 201012

^VIXVolatility Chart

Current CBOE Volatility Index volatility is 225.28%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^VIX (CBOE Volatility Index)
Benchmark (S&P 500)

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