Short SXVY & UVXY

60a0434f49e2c09d8eb62419
Asset ID Name Earliest
Return Date
Latest
Return Date
Type
iShares 1-3 Year Treasury Bond ETF 2002-07-29 2023-11-27 ETF
ProShares Ultra VIX Short-Term Futures ETF 2x Shares 2011-10-05 2023-11-27 ETF
ProShares Short VIX Short-Term Futures ETF -1x Shares 2011-10-05 2023-11-27 ETF
Benchmark
SPDR S&P 500 ETF Trust 1999-11-02 2023-11-27 ETF

Asset Report

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SHY 0.09 0.10 0.53 1.01 2.31 -0.51 0.80 0.59 1.45 2002-07-29
UVXY 1.09 -8.52 -46.00 -41.38 -86.93 -79.27 -71.84 -76.43 -82.92 2011-10-05
SVXY -0.17 2.93 21.66 14.34 71.47 33.38 14.87 -2.86 13.47 2011-10-05
Benchmark -0.15 0.69 8.47 3.09 12.31 7.97 10.89 9.77 5.90 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SHY 0.05 0.11 0.09 0.13 1.57 1.36 1.08 1.27 2002-07-29
UVXY 3.24 4.16 6.03 5.31 100.91 111.16 118.52 120.12 2011-10-05
SVXY 0.99 1.37 2.00 1.79 34.21 37.69 57.10 58.33 2011-10-05
Benchmark 0.35 0.62 0.69 0.75 14.89 17.72 14.62 17.13 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SHY 0.20 -0.06 0.07 0.05 0.13 2002-07-29
UVXY -15.92 -10.50 -6.95 -7.83 -10.55 2011-10-05
SVXY 5.17 3.00 1.73 1.50 2.89 2011-10-05
Benchmark 1.06 0.72 0.99 0.87 0.56 1999-11-02

Correlation Matrix

SHY UVXY SVXY
SHY 1 0.16 -0.13
UVXY 0.16 1 -0.86
SVXY -0.13 -0.86 1
Documentation