CBOE S&P 500 Volatility Index (^VIX)

23.24 +0.05 (+0.22%) USD  |  Jan 26, 10:12

Level Chart

Key Stats

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1 Month Price Returns (Daily) Year to Date Price Returns (Daily) 52 Week High (Daily) 52 Week Low (Daily)
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Annualized All Time Price Returns (Daily) Max Drawdown (All) 50-Day Simple Moving Average 200-Day Simple Moving Average
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Basic Info

N/A
Core Index Name CBOE S&P 500 Volatility Index
Return Type Price Return
Currency Code USD
Category Hedge Type Not Hedged

Risk Info

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) 77.56%
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Periodic Performance

Name
1M
3M
6M
1Y
3Y
5Y
10Y
15Y
CBOE S&P 500 Volatility Index
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Returns for periods of 1 year and above are annualized.

Annual Performance

Name
2014
2015
2016
2017
2018
2019
2020
YTD
CBOE S&P 500 Volatility Index
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As of January 26, 2021.

Basic Info

N/A
Core Index Name CBOE S&P 500 Volatility Index
Return Type Price Return
Currency Code USD
Category Hedge Type Not Hedged

Risk Info

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) 77.56%
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade