ProShares VIX Short-Term Futures ETF (VIXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ProShares VIX Short-Term Futures ETF (VIXY): 1Y return -55.5%, Sharpe ratio -1.15, volatility 54.9%, max drawdown -56.7%. 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: -14.4%, Sharpe: -6.94, Volatility: 26.4%, Max Drawdown: -16.0%
- YTD
- Return: -9.2%, Sharpe: -0.05, Volatility: 62.5%, Max Drawdown: -39.1%
- 1Y
- Return: -55.5%, Sharpe: -1.15, Volatility: 54.9%, Max Drawdown: -56.7%
- 5Y
- Return: -95.9%, Sharpe: -0.56, Volatility: 69.0%, Max Drawdown: -96.0%
- 10Y
- Return: -99.8%, Sharpe: -0.53, Volatility: 71.1%, Max Drawdown: -99.9%
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.