C-Tracks Citi Volatility Index TR ETN (CVOL)

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0.5936 +0.02  +4.14% NYSE Arca Jul 6, 5:01PM Delayed 2m USD
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CVOL Price Chart

CVOL Description

C-Tracks Citi Volatility Index TR ETN is a fund managed by Citigroup that tracks the Citi Volatility Total Return USD index and has 4.054M USD assets under management. The fund has a net expense ratio of 1.15% and is traded on the New York Stock Exchange Arca.

CVOL Key Info

Expense Ratio (5-12-11) 1.15%
Assets Under Management (7-2-15) 4.054M
30-Day Average Volume (7-2-15) 60297.43
Net Asset Value (7-2-15) 0.5791
Discount or Premium to NAV (7-2-15) -1.57%
Turnover Ratio --

CVOL Asset Allocation

Type % Net % Long % Short
Cash -- -- --
Stock -- -- --
Bond -- -- --
Convertible -- -- --
Preferred -- -- --
Other -- -- --
Date Unavailable
View More Holdings

CVOL Top 0 Holdings

Name % Weight Price % Chg
Holdings Data Unavailable
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CVOL Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Prospectus Objective Growth
Fund Owner Firm Name Citigroup
Benchmark Index
Citi Volatility Total Return USD 100.0%

CVOL Risk Info

Beta -6.332
Max Drawdown (All) 99.95%
Historical Sharpe (10y) --
Historical Sortino (All) -0.8418
30-Day Rolling Volatility 91.85%
Daily Value at Risk (VaR) 1% (All) 14.69%
Monthly Value at Risk (VaR) 1% (All) 46.42%

CVOL Performance

  Returns Total Returns
1M 5.27% 5.27%
3M -30.57% -30.57%
6M -44.52% -44.52%
1Y -53.63% -53.63%
3Y -99.34% -99.34%
5Y -- --
As of July 2, 2015

CVOL Net Flows

1M 0.00
3M 0.00
6M 0.00
YTD 0.00
1Y 2.980M
3Y 21.38M
5Y --
As of June 30, 2015

CVOL Attributes

Key Dates
Inception Date 11/12/2010
Last Annual Report Date
Last Prospectus Date 5/12/2011
Attributes
Exchange Traded Share Yes
Exchange Traded Note Yes
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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