ProShares VIX Mid-Term Futures ETF (VIXM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Mid-Term Futures ETF (VIXM): 1Y return -11.9%, Sharpe ratio -0.48, volatility 20.8%, max drawdown -16.9%. 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: 0.0%, Max Drawdown: 0.0%
- YTD
- Return: 2.9%, Sharpe: 0.48, Volatility: 22.0%, Max Drawdown: -11.1%
- 1Y
- Return: -11.9%, Sharpe: -0.48, Volatility: 20.8%, Max Drawdown: -16.9%
- 5Y
- Return: -54.0%, Sharpe: -0.34, Volatility: 30.6%, Max Drawdown: -63.4%
- 10Y
- Return: -71.3%, Sharpe: -0.21, Volatility: 32.4%, Max Drawdown: -75.7%
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.