ProShares VIX Mid-Term Futures ETF (VIXM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Mid-Term Futures ETF (VIXM): 1Y return -17.1%, Sharpe ratio -0.93, volatility 17.8%, max drawdown -25.2%. A ETF in the Alternatives asset class. Compare VIXM with other assets and invest through your own broker with pfolio.
ProShares VIX Mid-Term Futures ETF (VIXM) Overview
- Type: ETF
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
VIXM Performance
- MTD
- Return: -1.3%, Sharpe: -2.70, Volatility: 11.3%, Max Drawdown: -2.2%
- YTD
- Return: -13.4%, Sharpe: -1.04, Volatility: 17.5%, Max Drawdown: -25.2%
- 1Y
- Return: -17.1%, Sharpe: -0.93, Volatility: 17.8%, Max Drawdown: -25.2%
- 5Y
- Return: -57.8%, Sharpe: -0.41, Volatility: 29.8%, Max Drawdown: -64.8%
- 10Y
- Return: -73.0%, Sharpe: -0.24, Volatility: 31.9%, Max Drawdown: -73.0%
Frequently Asked Questions
- What is ProShares VIX Mid-Term Futures ETF (VIXM)?
- ProShares VIX Mid-Term Futures ETF (VIXM) is a ETF 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 VIXM compare to other assets?
- You can compare VIXM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VIXM through pfolio?
- pfolio helps you build diversified portfolios that may include VIXM. You invest through your own broker — pfolio provides the analytics.