Market Tracker

03/03 3:38am ET

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

0.8031
Delayed Data
As of Mar 02
 -0.0364 / -4.34%
Today’s Change
0.80
Today|||52-Week Range
3.50
-26.08%
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-16.37% 3 years-83.44%
3 months-12.21% 5 years--
1 year-72.28% Since inception-80.87%
Data through 02/27/2015

Quote Details

Previous close$0.84
Open day’s range0.80 – 0.85
Net asset value (NAV)0.83 (02/26/2015)
Daily volume156,396
Average volume (3 months)148,966
Data as of 3:48pm ET, 03/02/2015

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---43.47%
Expense Gross exp ratio1.15%1.10%
Risk 5 year sharpe ratio---0.89
Net assets$9.1M$185.7M
Average market cap--$71.2B
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.