CBOE 3-Month Volatility Index (VIX3M) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CBOE 3-Month Volatility Index (VIX3M): 1Y return -4.1%, Sharpe ratio 0.26, volatility 65.8%, max drawdown -36.6%. 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: -2.3%, Sharpe: -2.42, Volatility: 25.3%, Max Drawdown: -4.6%
- YTD
- Return: 2.1%, Sharpe: 0.39, Volatility: 68.4%, Max Drawdown: -36.6%
- 1Y
- Return: -4.1%, Sharpe: 0.26, Volatility: 65.8%, Max Drawdown: -36.6%
- 5Y
- Return: -12.1%, Sharpe: 0.34, Volatility: 78.1%, Max Drawdown: -61.0%
- 10Y
- Return: 16.3%, Sharpe: 0.40, Volatility: 81.0%, 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.