EVIX

VelocityShares 1X Long VSTOXX Futures ETN
F

N/A
  • Overview
  • Efficiency
  • Tradability
  • Fit

EVIX Fund Description

The VelocityShares 1X Long VSTOXX Futures ETN tracks an index of futures contracts on the Euro STOXX 50 Volatility Index, or VSTOXX, with a weighted average maturity of one month.

EVIX Factset Analytics Insight

EVIX offers exposure to volatility derivatives on the Euro STOXX 50, an index of 50 large-cap Eurozone stocks. The note rolls its exposure daily, such that the weighted average maturity of the underlying futures contracts is always one month away. Volatility futures deliver poor long-term exposure to their underlying indexes, and volatility ETPs have collectively erased vast sums of investor capital over the years. EVIX is not exempt from these concerns—as a short-term product, it should track the VSTOXX somewhat more closely than a mid-term ETP, but it will also be subject to the ferocious contango often found at the near end of the volatility futures curve. As a result, EVIX is only suitable for tactical, short-term positions, and the note’s steep expense ratio is less important than its trading costs. As an ETN, EVIX is an unsecured liability of UBS.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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EVIX Summary Data

UBS
05/02/17
Exchange-Traded Note
1.35%
$14.4M
$40.77K
0.44%

EVIX Portfolio Data

Euro STOXX 50 Short-Term
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N/A
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EVIX Index Data

Single Asset
Single Asset
CBOE Volatility Index
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

EVIX Portfolio Management

1.35%
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EVIX Tax Exposures

20% / 39.6%
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No distributions
No

EVIX Fund Structure

Exchange-Traded Note
No
N/A
N/A
UBS AG (London Branch)
Low
High
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:59:5412.94758
15:58:0512.94287
15:56:0512.95239
15:54:0412.94192
15:52:0412.93191
15:50:0412.94189
15:48:0412.95266
15:46:0312.96166
15:43:0612.95401
15:38:4612.94110
Bats BZX Real-time Quote - 23:04:08
Daily Spread
Premium/Discount
Volume

EVIX Factset Analytics Block Liquidity

As of 11/22/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of EVIX. EVIX is rated a 5 out of 5.

EVIX Tradability

2,603
$40.77K
951
$21.33K
0.44%
$0.07
0.22%
20.28% / -11.61%
None
100%
50,000
0.02
0.16%
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$12.96
5

EVIX Performance Statistics

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EVIX Correlations (Daily Returns 12 Mo)

Rolling 30-day Correlation to VIX Index

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