SVXY

ProShares Short VIX Short-Term Futures ETF
F

N/A
*Unless otherwise stated, data provided by FactSet.

SVXY Fund Description

The ProShares Short VIX Short-Term Futures provides inverse exposure to an index comprising first- and second-month VIX future positions resulting in a weighted average maturity of 1 month.

SVXY Factset Analytics Insight

SVXY offers daily -0.5x exposure to short-term VIX futures in a liquid commodities pool wrapper. The fund offers inverse exposure to the S&P 500 VIX Short-Term Futures Index, which is the index tracked by the mother of all volatility funds, VXX. SVXY does not provide inverse exposure to the VIX index itself—no product does. It’s a tactical tool designed for very short-term exposure, a fact underscored by its deep liquidity. The fund’s high fee is not that important given most investors’ brief time horizon. Investors get K-1’s at tax time, not 1099’s, due to the SVXY’s commodity pool structure.

Prior to February 28, 2018 the fund provided -1.0x exposure.

SVXY CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/21/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SVXY -0.89% 6.86% -89.56% -91.69% -47.14% -18.81% --
SVXY (NAV) -1.04% 6.81% -89.49% -83.38% -33.19% -6.63% --
S&P 500 VIX Short-Term Futures Index ER -0.34% -18.81% 20.83% -33.74% -51.17% -52.15% --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SVXY Summary Data

ProShares
10/03/11
Commodities Pool
1.38%
$572.61M
0.08%

SVXY Portfolio Data

0.00%
06/20/18

SVXY Index Data

Single Asset
Single Asset
N/A

SVXY Fund Structure

Yes
N/A
No Policy
N/A
N/A
Low
-0.5
Daily

SVXY Tax Exposures

27.84% / 27.84%
--
Yes
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SVXY Factset Analytics Block Liquidity

As of 06/22/18
5
4
3
2
1

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

SVXY Tradability

9,150,906
$119.47M
7,838,212
$104.88M
0.08%
$0.01
-0.07%
1,712.03% / -9.11%
None
0.00%
50,000
156.76
0.04%
--
569,404
$13.38
5

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.