| Basic Materials | -- | |
|---|---|---|
| Consumer Cyclical | -- | |
| Financial Services | -- | |
| Real Estate | -- | |
| Consumer Defensive | -- | |
| Healthcare | -- |
| Last Price | Today's Change | 52-Week Range | Trading Volume |
|---|---|---|---|
| 11.80 | -0.86 (-6.79%) | 10.34 - 121.80 | 5.5 thousand (Above Avg) |
Market data as of 2:01PM 06/19/13. Quotes are delayed by at least 15 min.
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.
| Open | 12.53 |
|---|---|
| Previous Close | 12.66 |
| Day's Range | 11.75 - 12.62 |
| Avg Volume (10 Day) | 7.4K |
| Total Assets | $1.81M |
| Expense Ratio | 1.15% |
| Yield (Trailing 12 Mo.) | 0.00% |
| Fund Inception | 11/12/2010 |
| Timeframe | CVOL | S&P 500 | Volatility |
|---|---|---|---|
| 1 Month | 2.51% | 2.34% | 2.51% |
| 3 Month | -31.92% | 8.22% | -9.96% |
| Year-to-Date | -58.82% | 15.37% | -20.75% |
| 1 Year | -91.38% | 27.28% | -22.36% |
| 3 Year | -- | 16.87% | -51.69% |
| 5 Year | -- | 5.43% | -- |
| 10 Year | -- | 7.58% | -- |
| Since Inception | -82.33% | 10.42% | -- |
| Basic Materials | -- | |
|---|---|---|
| Consumer Cyclical | -- | |
| Financial Services | -- | |
| Real Estate | -- | |
| Consumer Defensive | -- | |
| Healthcare | -- |
| Utilities | -- | |
|---|---|---|
| Communication Services | -- | |
| Energy | -- | |
| Industrials | -- | |
| Technology | -- |
| AAA | -- | |
|---|---|---|
| AA | -- | |
| A | -- | |
| BBB | -- |
| BB | -- | |
|---|---|---|
| B | -- | |
| Below B | -- | |
| Not Rated | -- |
| Company | YTD Return | % of Assets |
|---|
| Valuation | CVOL | Category Range |
|---|---|---|
| Price/Earnings | -- | |
| Price/Book | -- | |
| Price/Sales | -- | |
| Price/Cash Flow | -- | |
| Dividend Yield | ||
| LT Earnings | ||
| Historical Earnings | ||
| Sales Growth | ||
| Cash-Flow Growth | ||
| Book-Value Growth |
| Rating | vs Category | |
|---|---|---|
| Overall | ||
| Risk | ||
| Return |
| Beta | -- |
|---|---|
| Standard Deviation | -- |
| Alpha | -- |
| Sharpe Ratio | -- |
| Mean | -- |
| R-Squared | -- |
| Pretax Return | -- |
|---|---|
| Tax-adjusted Return | -- |
| Tax Cost Ratio | -- |
| Potential Cap Gains | -- |