CBOE 3-Month Volatility Index (VIX3M) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CBOE 3-Month Volatility Index (VIX3M): 1Y return -8.3%, Sharpe ratio 0.20, volatility 66.1%, max drawdown -40.5%. A Index in the Alternatives asset class. Compare VIX3M with other assets and invest through your own broker with pfolio.
CBOE 3-Month Volatility Index (VIX3M) Overview
- Type: Index
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
VIX3M Performance
- MTD
- Return: -3.3%, Sharpe: -3.94, Volatility: 29.4%, Max Drawdown: -5.1%
- YTD
- Return: -2.3%, Sharpe: 0.26, Volatility: 62.7%, Max Drawdown: -40.5%
- 1Y
- Return: -8.3%, Sharpe: 0.20, Volatility: 66.1%, Max Drawdown: -40.5%
- 5Y
- Return: -18.8%, Sharpe: 0.32, Volatility: 77.1%, Max Drawdown: -61.0%
- 10Y
- Return: 8.1%, Sharpe: 0.39, Volatility: 80.7%, Max Drawdown: -80.9%
Frequently Asked Questions
- What is CBOE 3-Month Volatility Index (VIX3M)?
- CBOE 3-Month Volatility Index (VIX3M) 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 VIX3M compare to other assets?
- You can compare VIX3M with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VIX3M through pfolio?
- pfolio helps you build diversified portfolios that may include VIX3M. You invest through your own broker — pfolio provides the analytics.