ProShares Short VIX Short-Term Futures ETF (SVXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Short VIX Short-Term Futures ETF (SVXY): 1Y return 37.3%, Sharpe ratio 1.25, volatility 27.5%, max drawdown -22.9%. A ETF in the Alternatives asset class. Compare SVXY with other assets and invest through your own broker with pfolio.
ProShares Short VIX Short-Term Futures ETF (SVXY) Overview
- Type: ETF
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
SVXY Performance
- MTD
- Return: 2.6%, Sharpe: 6.02, Volatility: 13.5%, Max Drawdown: -1.4%
- YTD
- Return: 18.1%, Sharpe: 0.89, Volatility: 27.4%, Max Drawdown: -22.9%
- 1Y
- Return: 37.3%, Sharpe: 1.25, Volatility: 27.5%, Max Drawdown: -22.9%
- 5Y
- Return: 126.9%, Sharpe: 0.64, Volatility: 34.1%, Max Drawdown: -46.4%
- 10Y
- Return: -9.3%, Sharpe: 0.35, Volatility: 47.8%, Max Drawdown: -95.2%
Frequently Asked Questions
- What is ProShares Short VIX Short-Term Futures ETF (SVXY)?
- ProShares Short VIX Short-Term Futures ETF (SVXY) is a ETF in the Alternatives asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SVXY compare to other assets?
- You can compare SVXY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SVXY through pfolio?
- pfolio helps you build diversified portfolios that may include SVXY. You invest through your own broker — pfolio provides the analytics.