CBOE Volatility Index (VIX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CBOE Volatility Index (VIX): 1Y return -29.8%, Sharpe ratio 0.29, volatility 119.6%, max drawdown -54.2%. A Index in the Alternatives asset class. Compare VIX with other assets and invest through your own broker with pfolio.
CBOE Volatility Index (VIX) Overview
- Type: Index
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
VIX Performance
- MTD
- Return: -6.9%, Sharpe: -4.08, Volatility: 52.1%, Max Drawdown: -9.5%
- YTD
- Return: 1.7%, Sharpe: 0.59, Volatility: 119.6%, Max Drawdown: -54.2%
- 1Y
- Return: -29.8%, Sharpe: 0.29, Volatility: 119.6%, Max Drawdown: -54.2%
- 5Y
- Return: -23.4%, Sharpe: 0.53, Volatility: 123.3%, Max Drawdown: -74.3%
- 10Y
- Return: -4.4%, Sharpe: 0.60, Volatility: 133.2%, Max Drawdown: -85.7%
Frequently Asked Questions
- What is CBOE Volatility Index (VIX)?
- CBOE Volatility Index (VIX) is a Index 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 VIX compare to other assets?
- You can compare VIX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VIX through pfolio?
- pfolio helps you build diversified portfolios that may include VIX. You invest through your own broker — pfolio provides the analytics.