Market Tracker

10/22 6:06pm ET

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

1.59
Data as of Oct 22
 +0.132 / +9.05%
Today’s Change
1.09
Today|||52-Week Range
5.91
-53.24%
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+51.39% 3 years-84.96%
3 months+39.65% 5 years--
1 year-70.27% Since inception-80.29%
Data through 10/21/2014

Quote Details

Previous close$1.46
Open day’s range1.40 – 1.60
Net asset value (NAV)1.67 (10/20/2014)
Daily volume99,127
Average volume (3 months)112,392
Data as of 3:59pm ET, 10/22/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---45.75%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.06
Net assets$5.5M$189.9M
Average market cap--$68.3B
Average P/E--17.7
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.