| Basic Materials | -- | |
|---|---|---|
| Consumer Cyclical | -- | |
| Financial Services | -- | |
| Real Estate | -- | |
| Consumer Defensive | -- | |
| Healthcare | -- |
| Last Price | Today's Change | 52-Week Range | Trading Volume |
|---|---|---|---|
| 41.28 | -0.12 (-0.29%) | 38.49 - 58.63 | 51.3 thousand (Below Avg) |
Market data as of 3:59PM 06/19/13. Quotes are delayed by at least 15 min.
The investment seeks to replicate, net of expenses, the S&P 500 Dynamic VIX Futures TR index. The index is designed to dynamically allocate between the S&P 500 VIX Short-Term Futures index Excess Return and the S&P 500 VIX Mid-Term Futures index Excess Return by monitoring the steepness of the implied volatility curve. The index seeks to react positively to overall increases in market volatility and aims to lower the roll cost of investments linked to future implied volatility.
| Open | 41.40 |
|---|---|
| Previous Close | 41.40 |
| Day's Range | 40.64 - 41.49 |
| Avg Volume (10 Day) | 162.3K |
| Total Assets | $155.10M |
| Expense Ratio | 0.95% |
| Yield (Trailing 12 Mo.) | 0.00% |
| Fund Inception | 08/17/2011 |
| Timeframe | XVZ | S&P 500 | Volatility |
|---|---|---|---|
| 1 Month | 3.42% | 2.34% | 2.51% |
| 3 Month | -0.67% | 8.22% | -9.96% |
| Year-to-Date | -13.19% | 15.37% | -20.75% |
| 1 Year | -29.68% | 27.28% | -22.36% |
| 3 Year | -- | 16.87% | -51.69% |
| 5 Year | -- | 5.43% | -- |
| 10 Year | -- | 7.58% | -- |
| Since Inception | -11.26% | 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 | XVZ | 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 | -- |