ProShares Short VIX Short-Term Futures ETF (SVXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares Short VIX Short-Term Futures ETF (SVXY): 1Y return 36.5%, Sharpe ratio 1.14, volatility 30.4%, 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: 9.4%, Sharpe: 7.24, Volatility: 29.2%, Max Drawdown: -1.9%
- YTD
- Return: -9.5%, Sharpe: -0.71, Volatility: 37.3%, Max Drawdown: -22.9%
- 1Y
- Return: 36.5%, Sharpe: 1.14, Volatility: 30.4%, Max Drawdown: -22.9%
- 5Y
- Return: 99.4%, Sharpe: 0.56, Volatility: 35.3%, Max Drawdown: -46.4%
- 10Y
- Return: -2.5%, Sharpe: 0.37, Volatility: 50.1%, 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.