ProShares VIX Mid-Term Futures ETF (VIXM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Mid-Term Futures ETF (VIXM): 1Y return 8.9%, Sharpe ratio 0.43, volatility 29.2%, max drawdown -23.7%. 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: 7.3%, Sharpe: 4.29, Volatility: 30.6%, Max Drawdown: -3.1%
- YTD
- Return: 10.2%, Sharpe: 2.23, Volatility: 20.6%, Max Drawdown: -3.4%
- 1Y
- Return: 8.9%, Sharpe: 0.43, Volatility: 29.2%, Max Drawdown: -23.7%
- 5Y
- Return: -56.2%, Sharpe: -0.37, Volatility: 30.6%, Max Drawdown: -64.2%
- 10Y
- Return: -69.5%, Sharpe: -0.19, 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.