Market Tracker

02/05 5:16pm ET

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

0.6487
Delayed Data
As of Feb 05
 +0.0587 / +9.95%
Today’s Change
0.38
Today|||52-Week Range
1.20
+51.85%
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+52.46% 3 years-67.63%
3 months+64.94% 5 years-72.63%
1 year-37.73% Since inception-75.36%
Data through 02/06/2016

Quote Details

Previous close$0.59
Open day’s range0.59 – 0.65
Net asset value (NAV)0.66 (02/05/2016)
Daily volume134,487
Average volume (3 months)157,456
Data as of 3:58pm ET, 02/05/2016

Peer Comparisonvs. Volatility ETFs

 CVOLCategory
Performance 5-yr return-72.63%-43.47%
Expense Gross exp ratio1.15%1.08%
Risk 5 year sharpe ratio-0.93--
Net assets$3.8M$194.6M
Average market cap--$37.3B
Average P/E--16.0
Dividend / Share--13.81%

Competitors

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

Holdings

Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
Holdings not available.