ProShares VIX Mid-Term Futures ETF (VIXM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Mid-Term Futures ETF (VIXM): 1Y return -13.7%, Sharpe ratio -0.69, volatility 18.2%, max drawdown -19.3%. 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: 0.8%, Sharpe: 0.95, Volatility: 10.1%, Max Drawdown: -1.6%
- YTD
- Return: -5.2%, Sharpe: -0.39, Volatility: 18.5%, Max Drawdown: -19.3%
- 1Y
- Return: -13.7%, Sharpe: -0.69, Volatility: 18.2%, Max Drawdown: -19.3%
- 5Y
- Return: -54.3%, Sharpe: -0.36, Volatility: 29.9%, Max Drawdown: -63.4%
- 10Y
- Return: -69.7%, Sharpe: -0.20, Volatility: 32.0%, Max Drawdown: -72.3%
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.