You have to validate the disclaimer to access this website.

CBOE Dynamic Short VIX Futures

Index level: 2724.76 as of 06/08/2018

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.00 % +0.00 % +0.00 % +0.00 % +26.81 %
Annualized Performance +0.00 % +8.24 %
Annualized Volatility -- -- -- -- +7.42 %
Sharpe Ratio -- --
Max Drawdown -- -- -- -- -5.00 %

The CBOE Dynamic Short VIX Futures has been backtested since 12/01/2006 and calculated since 31/08/2012.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The CBOE Dynamic Short VIX Futures Index began publishing on August 31, 2012. Therefore, all data for the Index for the period prior to August 31, 2012 represent CBOE application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to August 31, 2012 consistent with the Index methodology. Results prior to August 31, 2012 may have been different had the Index actually been in existence. The Dynamic Short VIX Futures Index is the exclusive property of SG. SG has contracted with the Chicago Board Options Exchange Incorporated (“CBOE”) to maintain and calculate the Index. The VIX® is the property of the Chicago Board Options Exchange, Incorporated. The VIX® Index have been licensed for use by SG in connection with the Index. Neither CBOE nor any of its affiliates shall have any liability for any errors or omissions in calculating the Index.

Login to add this product to your favorites