Market Tracker

01/23 6:05pm ET

C-Tracks Exchange-Traded Notes linked to the Citi Volatility Index Total Return (CVOL)

1.09
Data as of Jan 23
 +0.04 / +3.81%
Today’s Change
0.89
Today|||52-Week Range
4.90
+0.32%
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+10.59% 3 years-83.03%
3 months-37.04% 5 years--
1 year-67.45% Since inception-80.69%
Data through 01/23/2015

Quote Details

Previous close$1.05
Open day’s range1.01 – 1.09
Net asset value (NAV)1.01 (01/22/2015)
Daily volume174,321
Average volume (3 months)142,689
Data as of 3:59pm ET, 01/23/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.10%
Risk 5 year sharpe ratio---0.96
Net assets$7.4M$194.0M
Average market cap--$71.4B
Average P/E--17.5
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath® S&P 500 VIX Short-Term Futuresâ„...
VIIX VelocityShares 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.