CBOE 6-Month Volatility Index (VIX6M) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CBOE 6-Month Volatility Index (VIX6M): 1Y return -1.3%, Sharpe ratio 0.19, volatility 44.8%, max drawdown -31.6%. A Index in the Alternatives asset class. Compare VIX6M with other assets and invest through your own broker with pfolio.
CBOE 6-Month Volatility Index (VIX6M) Overview
- Type: Index
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
VIX6M Performance
- MTD
- Return: -8.6%, Sharpe: -16.30, Volatility: 67.4%, Max Drawdown: -8.6%
- YTD
- Return: -2.8%, Sharpe: 0.13, Volatility: 46.8%, Max Drawdown: -31.6%
- 1Y
- Return: -1.3%, Sharpe: 0.19, Volatility: 44.8%, Max Drawdown: -31.6%
- 5Y
- Return: -13.5%, Sharpe: 0.21, Volatility: 54.5%, Max Drawdown: -53.1%
- 10Y
- Return: 10.5%, Sharpe: 0.29, Volatility: 57.1%, Max Drawdown: -73.5%
Frequently Asked Questions
- What is CBOE 6-Month Volatility Index (VIX6M)?
- CBOE 6-Month Volatility Index (VIX6M) 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 VIX6M compare to other assets?
- You can compare VIX6M with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VIX6M through pfolio?
- pfolio helps you build diversified portfolios that may include VIX6M. You invest through your own broker — pfolio provides the analytics.