Volatility Shares -1x Short VIX Futures ETF (SVIX)
The index provides a daily measure of the inverse performance of a portfolio, consisting of first and second month VIX futures contracts. Each day, this theoretical portfolio undergoes a roll-over process to ensure a consistent time to maturity for the futures contracts.
ETF Info
ISIN | US92891H1014 |
---|---|
CUSIP | 92891H101 |
Issuer | Volatility Shares |
Inception Date | Mar 28, 2022 |
Category | Inverse Equities |
Home Page | www.volatilityshares.com |
Asset Class | Alternatives |
Expense Ratio
The Volatility Shares -1x Short VIX Futures ETF has a high expense ratio of 1.47%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Volatility Shares -1x Short VIX Futures ETF, 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
Volatility Shares -1x Short VIX Futures ETF had a return of 2.39% year-to-date (YTD) and 118.13% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 2.39% | 5.84% |
1 month | -9.11% | -2.98% |
6 months | 64.45% | 22.02% |
1 year | 118.13% | 24.47% |
5 years (annualized) | N/A | 11.44% |
10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.16% | 9.69% | 2.52% | |||||||||
2023 | -10.18% | -7.07% | 33.46% | 9.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Volatility Shares -1x Short VIX Futures ETF(SVIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Volatility Shares -1x Short VIX Futures ETF (SVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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 Volatility Shares -1x Short VIX Futures ETF. 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 Volatility Shares -1x Short VIX Futures ETF was 39.40%, occurring on Jun 13, 2022. Recovery took 143 trading sessions.
The current Volatility Shares -1x Short VIX Futures ETF drawdown is 10.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.4% | Apr 5, 2022 | 48 | Jun 13, 2022 | 143 | Jan 6, 2023 | 191 |
-31.75% | Sep 15, 2023 | 31 | Oct 27, 2023 | 19 | Nov 24, 2023 | 50 |
-27.64% | Mar 7, 2023 | 9 | Mar 17, 2023 | 20 | Apr 17, 2023 | 29 |
-18.81% | Mar 28, 2024 | 12 | Apr 15, 2024 | — | — | — |
-16.11% | Jul 27, 2023 | 16 | Aug 17, 2023 | 9 | Aug 30, 2023 | 25 |
Volatility
Volatility Chart
The current Volatility Shares -1x Short VIX Futures ETF volatility is 16.92%, 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.