VXUP ETF Report: Ratings, Analysis, Quotes, Holdings

AccuShares Spot CBOE VIX Up Shares

Related ETF Channels:

Find more ETFs with our ETF Screener and Database

N/A

VXUP Fund Description

The AccuShares Spot CBOE VIX Up Shares fund tracks the CBOE Volatility Index, which in turn follows changes in measures of expected price volatility of the S&P 500 Index.

VXUP Factset Analytics Insight

This fund is closed. Its last day of trading was 9/8/16.

In several ways, VXUP (along with its inverse sister-fund VXDN) is the first of its kind. It promises to make a monthly distribution based on a paired bet with the inverse fund based on the movement of spot movement in VIX, but it’s blisteringly complex in execution. With this new type of ETP, which we’re calling a “1933 Act Taxable Corporation,” creations and redemptions happen in pairs with the sister fund, and significant premiums or discounts will trigger neutralizing distributions—you can be “put” out of your exposure here. Those interested in this launch should monitor spreads and trading volumes very carefully. That said, this fund is definitely not recommended for retail investors. Note: The fund’s sizable distributions (in cash and shares) are not reflected in price charts.

1 Month
3 Months
YTD
1 Year
3 Years
5 Years
Max

COMPARE

RESET

Select ETFs to compare their performance:

performance [as of 09/07/16]	1 Month	3 Month	YTD	1 Year	3 Years	5 Years	10 Years
VXUP	31.21%	-50.04%	-68.55%	-82.12%	--	--	--
VXUP (NAV)	39.32%	-46.38%	-67.85%	-84.34%	--	--	--
CBOE Volatility Index	4.83%	-15.02%	-34.43%	-57.05%	-9.01%	-18.61%	-1.50%

All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VXUP Summary Data

AccuShares

05/19/15

Taxable Corporation ('33 Act)

0.95%

$532.67K

$30.41K

4.60%

Fund Home Page

VXUP Portfolio Data

S&P 500 Spot

563.68%

N/A

VXUP Index Data

CBOE Volatility Index

Single Asset

CBOE Volatility Index

Total Return

1 Month
3 Months
YTD
1 Year
3 Years
5 Years
Max

performance [as of 09/07/16]	1 Month	3 Month	YTD	1 Year	3 Years	5 Years	10 Years
VXUP	31.21%	-50.04%	-68.55%	-82.12%	--	--	--
VXUP (NAV)	39.32%	-46.38%	-67.85%	-84.34%	--	--	--
CBOE Volatility Index	4.83%	-15.02%	-34.43%	-57.05%	-9.01%	-18.61%	-1.50%
CBOE Volatility Index	4.83%	-15.02%	-34.43%	-57.05%	-9.01%	-18.61%	-1.50%

All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VXUP Portfolio Management

0.95%

Max. Downside Tracking Difference (12 Mo) --

VXUP Tax Exposures

20.00% / 39.60%

Qualified dividends

VXUP Fund Structure

Taxable Corporation ('33 Act)

N/A

No Policy

N/A

Closing

None

Bats Book Viewer

TOP OF BOOK

LAST 10 TRADES

Bats BZX Real-time Quote -

Daily Spread

Premium/Discount

Volume

VXUP Factset Analytics Block Liquidity

As of 04/19/18

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

VXUP Tradability

6,237

$30.41K

4,681

$22.38K

4.60%

$0.22

6.83%

102.18% / -19.27%

None

25,000

0.19

0.58%

$4.30

N/A

VXUP Expected Decay

Expected Decay estimates the annualized impact on returns solely from the futures term structure. A positive number implies an expected loss attributable to the term structure and a negative number implies an expected gain attributable to the term structure. Decay–to–spot compares weighted average futures contract prices with spot VIX. Assumes a constant spot VIX level. Decay–to–preceding compares weighted average futures price levels with those immediately preceding on the curve. Assumes the shape of the curve is constant.

VXUP Structure

Targeted Average Maturity
The weighted average maturity of VIX futures that the fund aims for.

Rules for Futures Roll

VXUP Performance Statistics

VXUP Correlations (Daily Returns 12 Mo)

VIX Index --

S&P 500 Index --

Rolling 30-day Correlation to VIX Index

This chart is unavailable

The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional.

ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com.

[ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

Data provider:
Terms of Use

VXUP