CBOE VIX Volatility Index (^VVIX)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CBOE VIX Volatility Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
CBOE VIX Volatility Index had a return of 20.03% year-to-date (YTD) and 22.25% in the last 12 months. Over the past 10 years, CBOE VIX Volatility Index had an annualized return of 2.54%, while the S&P 500 had an annualized return of 10.58%, indicating that CBOE VIX Volatility Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 20.03% | 13.20% |
| 1 month | 25.96% | -1.28% |
| 6 months | 28.25% | 10.32% |
| 1 year | 22.25% | 18.23% |
| 5 years (annualized) | 4.66% | 12.31% |
| 10 years (annualized) | 2.54% | 10.58% |
Monthly Returns
The table below presents the monthly returns of ^VVIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.69% | -11.55% | -1.14% | 6.86% | -4.34% | 1.55% | 20.03% | ||||||
| 2023 | 8.89% | -3.74% | 8.38% | -0.72% | 5.17% | -9.06% | 4.30% | -6.78% | 16.46% | -6.55% | -1.40% | 0.29% | 12.86% |
| 2022 | 14.03% | -1.14% | -9.86% | 9.45% | -23.68% | -3.98% | -10.18% | 10.10% | 20.12% | -25.74% | 3.72% | -5.80% | -29.74% |
| 2021 | 22.77% | -9.01% | -19.94% | 9.18% | -3.49% | 1.25% | 8.85% | -8.93% | 11.53% | -10.88% | 35.54% | -23.07% | -1.96% |
| 2020 | 12.22% | 19.06% | 21.63% | -22.49% | -10.91% | 14.36% | -7.22% | 6.22% | -14.65% | 42.98% | -26.93% | 5.41% | 18.87% |
| 2019 | -9.03% | 0.96% | 7.27% | 3.19% | 9.21% | -11.31% | 12.24% | 6.63% | -4.91% | -8.91% | 2.40% | 3.35% | 8.02% |
| 2018 | 7.59% | 12.26% | -15.10% | -8.73% | 6.71% | 5.31% | -11.17% | -1.49% | -5.84% | 17.86% | -9.05% | -6.92% | -13.55% |
| 2017 | -1.93% | -1.95% | -11.09% | -1.56% | 9.64% | 6.99% | -4.06% | 9.34% | -1.81% | -1.21% | -2.25% | 12.03% | 10.00% |
| 2016 | -10.23% | -5.44% | -2.49% | 10.54% | -13.36% | 18.63% | -3.60% | -6.57% | 7.72% | 12.47% | -13.45% | 2.93% | -8.58% |
| 2015 | -3.62% | -21.80% | -1.43% | 3.65% | -9.20% | 39.33% | -25.78% | 55.66% | -18.86% | -12.60% | 0.63% | 10.30% | -11.39% |
| 2014 | 40.70% | -18.27% | -11.36% | -10.68% | 5.37% | 5.31% | 36.14% | -16.74% | 14.01% | 1.76% | -15.15% | 41.63% | 59.65% |
| 2013 | -17.06% | 12.84% | -3.89% | 0.31% | 1.69% | 1.97% | -15.55% | 26.71% | -11.80% | -14.97% | -6.67% | 9.29% | -23.43% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^VVIX is 30, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the CBOE VIX Volatility Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CBOE VIX Volatility Index was 78.10%, occurring on Mar 15, 2006. Recovery took 9 trading sessions.
The current CBOE VIX Volatility Index drawdown is 49.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.1% | Mar 15, 2006 | 1 | Mar 15, 2006 | 9 | May 22, 2006 | 10 |
| -66.2% | Jun 19, 2006 | 89 | Nov 13, 2006 | 70 | Feb 27, 2007 | 159 |
| -64.71% | Mar 17, 2020 | 1051 | May 10, 2024 | — | — | — |
| -58.49% | Feb 9, 2018 | 260 | Feb 22, 2019 | 267 | Mar 16, 2020 | 527 |
| -58.22% | Aug 17, 2007 | 172 | Apr 23, 2008 | 523 | May 20, 2010 | 695 |
Volatility
Volatility Chart
The current CBOE VIX Volatility Index volatility is 24.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.