ProShares VIX Short-Term Futures ETF (VIXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Short-Term Futures ETF (VIXY): 1Y return -55.9%, Sharpe ratio -1.20, volatility 53.9%, max drawdown -58.8%. A ETF in the Alternatives asset class. Compare VIXY with other assets and invest through your own broker with pfolio.
ProShares VIX Short-Term Futures ETF (VIXY) Overview
- Type: ETF
- Asset Class: Alternatives
- Region: Americas
- Country: US (Developed)
- Currency: USD
VIXY Performance
- MTD
- Return: -5.3%, Sharpe: -6.66, Volatility: 25.3%, Max Drawdown: -6.1%
- YTD
- Return: -37.4%, Sharpe: -0.82, Volatility: 53.6%, Max Drawdown: -58.0%
- 1Y
- Return: -55.9%, Sharpe: -1.20, Volatility: 53.9%, Max Drawdown: -58.8%
- 5Y
- Return: -96.0%, Sharpe: -0.59, Volatility: 67.8%, Max Drawdown: -96.5%
- 10Y
- Return: -99.8%, Sharpe: -0.54, Volatility: 70.1%, Max Drawdown: -99.8%
Frequently Asked Questions
- What is ProShares VIX Short-Term Futures ETF (VIXY)?
- ProShares VIX Short-Term Futures ETF (VIXY) 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 VIXY compare to other assets?
- You can compare VIXY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VIXY through pfolio?
- pfolio helps you build diversified portfolios that may include VIXY. You invest through your own broker — pfolio provides the analytics.