C-Tracks Citi Volatility Index TR ETN (CVOL)

1.27
Data as of Jul 25
 +0.0199 / +1.59%
Today’s Change
1.16
Today|||52-Week Range
10.02
-62.65%
Year-to-Date

Investment Objective

The investment seeks to replicate, net of expenses, the Citi Volatility Total Return Index. The index is a measure of directional exposure to the implied volatility of large-cap U.S. stocks. As a total return index, the value of the index on any day also includes daily accrued interest on the hypothetical notional value of the Index based on the 3-month U.S. Treasury rate and reinvestment into the index.

Performance

1 month-19.23% 3 years-83.05%
3 months-51.34% 5 years--
1 year-85.93% Since inception-83.69%
Data through 07/25/2014

Quote Details

Previous close$1.25
Open day’s range-- – --
Net asset value (NAV)1.23 (07/24/2014)
Daily volume79,028
Average volume (3 months)52,141
Data as of 07/25/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---47.65%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.15
Net assets$5.5M$147.6M
Average market cap--$75.9B
Average P/E--18.1
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath S&P 500 VIX Short-Term Futures ETN
VIIX VelocityShares Long VIX Short Term ETN

Holdings

Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
Holdings not available.

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