Market Tracker

08/29 6:01pm ET

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

1.18
Data as of Aug 29
 +0.0222 / +1.91%
Today’s Change
1.11
Today|||52-Week Range
10.02
-65.22%
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-8.74% 3 years-86.37%
3 months-40.99% 5 years--
1 year-87.93% Since inception-83.18%
Data through 08/30/2014

Quote Details

Previous close$1.16
Open day’s range1.15 – 1.20
Net asset value (NAV)1.15 (08/29/2014)
Daily volume33,385
Average volume (3 months)77,148
Data as of 3:57pm ET, 08/29/2014

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return---47.65%
Expense Gross exp ratio1.15%1.11%
Risk 5 year sharpe ratio---1.10
Net assets$5.9M$171.7M
Average market cap--$67.5B
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 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.