Market Tracker

04/17 6:05pm ET

C-Tracks Citi Volatility Index TR ETN (CVOL)

2.66
Data as of Apr 17
 +0.01 / +0.38%
Today’s Change
2.41
Today|||52-Week Range
16.74
-21.76%
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-14.05% 3 years-81.40%
3 months-21.87% 5 years--
1 year-82.16% Since inception-82.40%
Data through 04/18/2014

Quote Details

Previous close$2.65
Open day’s range2.60 – 2.74
Net asset value (NAV)2.59 (04/17/2014)
Daily volume27,565
Average volume (3 months)65,144
Data as of 3:59pm ET, 04/17/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---48.69%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.19
Net assets$3.1M$165.4M
Average market cap--$82.9B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath S&P 500 VIX Short-Term Futures ETN
VIIX VelocityShares Long 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.