CVOL C-Tracks ETN Citi Volatility Index Total Return

  • ETF
  • CVOL
  • Category
  • Volatility
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CVOL - Profile

Vitals

Investment Themes

Alternative ETFs in the Volatility Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index is designed to measure directional exposure to the implied volatility of large cap U.S. stocks. The index methodology combines a daily rolling long exposure to the third- and fourth-month futures contracts on the CBOE Volatility Index with a short exposure to the S&P 500 Total Return Index. The VIX futures contracts exposure is constantly maintained, but the weighting of the S&P 500 Total Return Index is variable and determined monthly via a backward-looking linear regression.

Realtime Rating

CVOL - Realtime Rating

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Realtime Rating Summary

CVOL is a passive ETN that seeks to replicate Citi Volatility Index Total Return. The index is designed to measure directional exposure to the implied volatility of large cap U.S. stocks. The index methodology combines a daily rolling long exposure to the third- and fourth-month futures contracts on the CBOE Volatility Index with a short exposure to the S&P 500 Total Return Index. The VIX futures contracts exposure is constantly maintained, but the weighting of the S&P 500 Total Return Index is variable and determined monthly via a backward-looking linear regression.

The adjacent table gives investors an individual Realtime Rating for CVOL on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Volatility with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

CVOL Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity C+ n/a
Expenses B- n/a
Performance
Volatility
Dividend
Concentration

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CVOL In-Depth Analysis

The following tables and charts contain in-depth metrics for CVOL and compare it to similar peer ETFs within its ETFdb Category.

Holdings

CVOL - Holdings

Holdings data for CVOL is not available.

Expense

CVOL - Expenses & Fees

This section compares the cost efficiency of CVOL to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
CVOL Rank:
CVOL 1.15%
Category Low
Category High

Commission Free Trading in CVOL

CVOL is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 0 other ETFs in the Volatility ETFdb Category that are also eligible for commission free trading:

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Performance

CVOL - Performance

This section shows how CVOL has performed relative to its peer group ETFdb Category.

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1 Week Return
CVOL Rank:
No Ranking Available
Category Low
Category High
4 Week Return
CVOL Rank:
CVOL -19.30%
Category Low
Category High
13 Week Return
CVOL Rank:
CVOL -36.99%
Category Low
Category High
26 Week Return
CVOL Rank:
CVOL -60.34%
Category Low
Category High
Year to Date Return
CVOL Rank:
CVOL -57.80%
Category Low
Category High
1 Year Return
CVOL Rank:
CVOL -64.34%
Category Low
Category High
3 Year Return
CVOL Rank:
CVOL -99.41%
Category Low
Category High
5 Year Return
CVOL Rank:
No Ranking Available
Category Low
Category High
Charts

CVOL - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of CVOL relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

CVOL - Valuation

This section shows how the P/E multiple of CVOL compares to the peer group ETFdb Category.

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P/E Ratio
CVOL Rank:
No Ranking Available
Category Low
Category High

As of Jul 30, 2015

Dividend

CVOL - Dividend

This section shows how the dividend yield of CVOL compares to the peer group ETFdb Category.

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Annual Dividend Yield
CVOL Rank:
No Ranking Available
Category Low
Category High

As of Jul 30, 2015

Technicals

CVOL - Technicals

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CVOL Volatility Analysis

This section shows how the volatility of CVOL compares to the peer group ETFdb Category.

5 Day Volatility
CVOL Rank:
CVOL 80.24%
Category Low
Category High
20 Day Volatility
CVOL Rank:
CVOL 114.46%
Category Low
Category High
50 Day Volatility
CVOL Rank:
CVOL 99.07%
Category Low
Category High
200 Day Volatility
CVOL Rank:
CVOL 88.07%
Category Low
Category High
Beta
CVOL Rank:
CVOL -9.15
Category Low
Category High
Standard Deviation
CVOL Rank:
CVOL 0.33%
Category Low
Category High

CVOL Technicals

  • 20 Day MA: $0.51
  • 60 Day MA: $0.56
  • MACD 15 Period: -0.02
  • MACD 100 Period: -0.18
  • Williams % Range 10 Day: 63.64
  • Williams % Range 20 Day: 83.33
  • RSI 10 Day: 42
  • RSI 20 Day: 43
  • RSI 30 Day: 43
  • Ultimate Oscillator: 51

CVOL Bollinger Bands

  • Lower Bollinger (10 Day): $0.42
  • Upper Bollinger (10 Day): $0.51
  • Lower Bollinger (20 Day): $0.38
  • Upper Bollinger (20 Day): $0.64
  • Lower Bollinger (30 Day): $0.40
  • Upper Bollinger (30 Day): $0.64

CVOL Support & Resistance

  • Support Level 1: n/a
  • Support Level 2: $0.43
  • Resistance Level 1: n/a
  • Resistance Level 2: $0.49

CVOL Stochastic

  • Stochastic Oscillator %D (1 Day): 59.81
  • Stochastic Oscillator %D (5 Day): 36.47
  • Stochastic Oscillator %K (1 Day): 59.32
  • Stochastic Oscillator %K (5 Day): 45.21
Fact Sheet

CVOL - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.