Proshares Short Vix Etf Profile
| SVXY Etf | USD 52.09 0.03 0.06% |
Performance0 of 100
| Odds Of DistressLess than 9
|
ProShares Short is trading at 52.09 as of the 13th of November 2024; that is 0.06 percent increase since the beginning of the trading day. The etf's open price was 52.06. ProShares Short has less than a 9 % chance of experiencing financial distress in the next few years, but has generated negative returns over the last 90 days. Equity ratings for ProShares Short VIX are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 14th of October 2024 and ending today, the 13th of November 2024. Click here to learn more.
The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the SP 500 over 30 days in the future. Short VIX is traded on BATS Exchange in the United States. More on ProShares Short VIX
Moving against ProShares Etf
ProShares Etf Highlights
| Thematic Ideas | (View all Themes) |
| Business Concentration | Volatility ETFs, Absolute Returns ETFs, Trading--Miscellaneous, ProShares (View all Sectors) |
| Issuer | ProShares |
| Inception Date | 2011-10-03 |
| Benchmark | S&P 500 VIX Short-Term Futures Index |
| Entity Type | Partnership |
| Asset Under Management | 492.59 Million |
| Average Trading Valume | 1.31 Million |
| Asset Type | Multi Asset |
| Category | Absolute Returns |
| Focus | Volatility |
| Market Concentration | Developed Markets |
| Region | North America |
| Administrator | The Bank of New York Mellon Corporation |
| Advisor | ProShare Advisors LLC |
| Custodian | The Bank of New York Mellon Corporation |
| Distributor | SEI Investments Distribution Co. |
| Portfolio Manager | Alexander Ilyasov, James Linneman, George Banian |
| Transfer Agent | Brown Brothers Harriman & Co. |
| Trustee | Wilmington Trust Company |
| Fiscal Year End | 31-Dec |
| Exchange | Cboe BZX Exchange, Inc. |
| Number of Constituents | 14.0 |
| Market Maker | Virtu Financial |
| Total Expense | 0.95 |
| Management Fee | 0.95 |
| Country Name | USA |
| Returns Y T D | 0.56 |
| Name | ProShares Short VIX Short-Term Futures ETF |
| Currency Code | USD |
| Open Figi | BBG0024TG624 |
| In Threey Volatility | 27.8 |
| 1y Volatility | 26.1 |
| 200 Day M A | 54.3958 |
| 50 Day M A | 49.029 |
| Code | SVXY |
| Updated At | 13th of November 2024 |
ProShares Short VIX [SVXY] is traded in USA and was established 2011-10-03. The fund is listed under Trading--Miscellaneous category and is part of ProShares family. The entity is thematically classified as Volatility ETFs. ProShares Short VIX at this time have 322.01 M in assets. , while the total return for the last 3 years was 18.6%.
Check ProShares Short Probability Of Bankruptcy
Sector Allocation
Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on ProShares Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding ProShares Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as ProShares Short VIX Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.
Top ProShares Short VIX Etf Constituents
| Cboe Vix Future Mar21 | 21.040002% |
| Cboe Vix Future Feb21 | 28.93% |
ProShares Short Top Holders
| MSVX | LHA Market State | Etf | Equity Hedged | |
| TFAEX | Tactical Growth Allocation | Mutual Fund | Multistrategy | |
| TFALX | Tfa Tactical Income | Mutual Fund | Multistrategy | |
| TFAZX | Tfa Tactical Income | Mutual Fund | Nontraditional Bond | |
| TFAFX | Tactical Growth Allocation | Mutual Fund | Allocation--85%+ Equity | |
| TUIFX | Toews Unconstrained Income | Mutual Fund | Nontraditional Bond | |
| VMAX | REX VolMAXX Long | Etf | Large Value | |
| OTRGX | Ontrack E Fund | Mutual Fund | Macro Trading |
ProShares Short VIX Risk Profiles
The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ProShares Short. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures.
| Risk Adjusted Performance | 0.0475 | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.02) |
ProShares Short Against Markets
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in ProShares Short VIX. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
The market value of ProShares Short VIX is measured differently than its book value, which is the value of ProShares that is recorded on the company's balance sheet. Investors also form their own opinion of ProShares Short's value that differs from its market value or its book value, called intrinsic value, which is ProShares Short's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ProShares Short's market value can be influenced by many factors that don't directly affect ProShares Short's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ProShares Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if ProShares Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ProShares Short's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.