ETF overview
This index is designed to track the daily performance of a hypothetical investment basket consisting of long positions in VIX futures contracts, specifically those with the closest two expiration dates. To maintain a consistent average time until maturity for these futures, the portfolio is adjusted through a daily rebalancing mechanism. The index's value is finalized each day at 4:00 p.m. Eastern Time, calculated from the average trading price of its component futures during the period between 3:45 p.m. and 4:00 p.m. Eastern Time.
Fund facts
- Leverage
- 2x daily
- Expense ratio
- 2.19%
- Fund assets
- 166.38M USD (all share classes)
- Issuer
- Volatility Shares
- Inception date
- Mar 28, 2022
- Number of holdings
- 2
Holdings (2)
| Name | Ticker | Exposure |
|---|---|---|
| CBOE VIX FUTURE Nov26 | 170.66% | |
| CBOE VIX FUTURE Oct26 | 15.41% |
This is a leveraged or inverse fund. Exposure is each position's value as a share of the fund's net assets, so swaps and futures can take it above 100% or below 0%. Cash held as collateral is not listed.
Historical returns do not guarantee future returns. This is not investment advice.
- Leverage
- 2x daily
- Expense ratio
- 2.19%
- Fund assets
- 166.38M USD (all share classes)
- Issuer
- Volatility Shares
- Inception date
- Mar 28, 2022
- Number of holdings
- 2
| Name | Ticker | Exposure |
|---|---|---|
| CBOE VIX FUTURE Nov26 | 170.66% | |
| CBOE VIX FUTURE Oct26 | 15.41% |
This is a leveraged or inverse fund. Exposure is each position's value as a share of the fund's net assets, so swaps and futures can take it above 100% or below 0%. Cash held as collateral is not listed.
This index is designed to track the daily performance of a hypothetical investment basket consisting of long positions in VIX futures contracts, specifically those with the closest two expiration dates. To maintain a consistent average time until maturity for these futures, the portfolio is adjusted through a daily rebalancing mechanism. The index's value is finalized each day at 4:00 p.m. Eastern Time, calculated from the average trading price of its component futures during the period between 3:45 p.m. and 4:00 p.m. Eastern Time.
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