Market Tracker

11/25 6:05pm ET

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

0.996
Data as of Nov 25
 +0.016 / +1.63%
Today’s Change
0.95
Today|||52-Week Range
4.90
-70.71%
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-29.27% 3 years-87.85%
3 months-15.43% 5 years--
1 year-78.21% Since inception-82.11%
Data through 11/25/2014

Quote Details

Previous close$0.98
Open day’s range0.97 – 1.00
Net asset value (NAV)0.97 (11/24/2014)
Daily volume83,486
Average volume (3 months)138,849
Data as of 3:59pm ET, 11/25/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---45.75%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.05
Net assets$4.5M$208.8M
Average market cap--$69.4B
Average P/E--17.6
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.