C-Tracks Citi Volatility Index TR ETN (CVOL)

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0.5818 -0.05  -7.19% NYSE Arca Oct 7, 11:44 Delayed 2m USD
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CVOL Key Stats

Expense Ratio (5-12-11) 1.15%
Assets Under Management (10-6-15) 4.329M
30-Day Average Volume (10-6-15) 236377.0
Net Asset Value (10-6-15) 0.6184
Discount or Premium to NAV (9-28-15) -1.78%
Turnover Ratio --

CVOL Asset Allocation

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

CVOL Top 0 Holdings

Symbol Name % Weight Price % Chg
Holdings Data Unavailable

CVOL Basic Info

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

CVOL Risk Info

Beta -6.937
Max Drawdown (All) 99.96%
Historical Sharpe (10y) --
Historical Sortino (All) -1.696
30-Day Rolling Volatility 187.7%
Daily Value at Risk (VaR) 1% (All) 14.80%
Monthly Value at Risk (VaR) 1% (All) 46.31%

CVOL Performance

  Returns Total Returns
1M -42.96% -42.96%
3M -7.21% -7.21%
6M -28.49% -28.49%
1Y -56.58% -56.58%
3Y -98.47% -98.47%
5Y -- --
As of Oct. 6, 2015

CVOL Net Flows

1M 0.00
3M 0.00
6M 0.00
YTD 0.00
1Y 2.980M
3Y 17.21M
5Y --
As of Sept. 30, 2015

CVOL Comparables


CVOL Attributes

Key Dates
Inception Date 11/12/2010
Last Annual Report Date
Last Prospectus Date 5/12/2011
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

CVOL Excel Add-In Codes

  • Name: =YCI("CVOL","name")
  • Broad Asset Class: =YCI("CVOL", "broad_asset_class")
  • Broad Category: =YCI("CVOL", "broad_category_group")
  • Prospectus Objective: =YCI("CVOL", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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