CBOE Volatility Index (VIX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CBOE Volatility Index (VIX): 1Y return -39.7%, Sharpe ratio 0.17, volatility 118.5%, max drawdown -60.2%. 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: -28.0%, Sharpe: -7.01, Volatility: 99.0%, Max Drawdown: -29.5%
- YTD
- Return: 21.5%, Sharpe: 1.14, Volatility: 136.7%, Max Drawdown: -41.5%
- 1Y
- Return: -39.7%, Sharpe: 0.17, Volatility: 118.5%, Max Drawdown: -60.2%
- 5Y
- Return: 9.7%, Sharpe: 0.60, Volatility: 125.5%, Max Drawdown: -74.3%
- 10Y
- Return: 33.4%, Sharpe: 0.63, Volatility: 134.6%, 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.