ProShares VIX Mid-Term Futures ETF (VIXM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Mid-Term Futures ETF (VIXM): 1Y return -19.5%, Sharpe ratio -1.16, volatility 16.9%, max drawdown -28.2%. 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: -0.1%, Sharpe: -0.00, Volatility: 13.6%, Max Drawdown: -2.8%
- YTD
- Return: -15.5%, Sharpe: -1.08, Volatility: 16.8%, Max Drawdown: -28.2%
- 1Y
- Return: -19.5%, Sharpe: -1.16, Volatility: 16.9%, Max Drawdown: -28.2%
- 5Y
- Return: -57.5%, Sharpe: -0.41, Volatility: 29.7%, Max Drawdown: -66.2%
- 10Y
- Return: -71.3%, Sharpe: -0.22, Volatility: 31.9%, Max Drawdown: -72.9%
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.