Market Tracker

09/22 2:16pm ET

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

1.18
Data as of 1:53pm ET
 +0.03 / +2.61%
Today’s Change
1.09
Today|||52-Week Range
9.16
-65.29%
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-2.10% 3 years-87.18%
3 months-25.09% 5 years--
1 year-82.67% Since inception-82.92%
Data through 09/20/2014

Quote Details

Previous close$1.15
Open day’s range1.14 – 1.19
Net asset value (NAV)1.10 (09/19/2014)
Daily volume17,568
Average volume (3 months)81,157
Data as of 1:53pm ET, 09/22/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---47.65%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.14
Net assets$4.6M$172.9M
Average market cap--$70.9B
Average P/E--18.1
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.