CVOL - C-Tracks ETN Citi Volatility Index Total Return

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.

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CVOL - Profile


Summary Data for CVOL

52 Week Lo: $1.11 52 Week Hi: $9.16
AUM: $4.9 M Shares: 4.0 M
Avg. Volume (1 month) 77,505 Avg. Volume (3 month) 75,908

CVOL - Holdings

Holdings data for CVOL is not available. View the CVOL. Factsheet
© 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.

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.

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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.

CVOL - Fundamentals

CVOL Performance

1 Week Return: 7.96%
2 Week Return: 3.39%
4 Week Return: 2.52%
13 Week Return: -27.81%
26 Week Return: -59.47%
YTD Return: -64.12%
1 Year Return: -82.94%
3 Year Return: -99.78%
5 Year Return: n/a

CVOL Expenses & Fees

  • Expense Ratio: 1.15%
  • Category: Volatility
  • Category Range: 0.85% to 1.65%
  • Category Average: 1.05%

CVOL Valuation

P/E Ratio: n/a
Beta: 7.89
20 Day Moving Average: $1.17
60 Day Moving Average: $1.31

CVOL Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: n/a

CVOL Volatility

5 Day Volatility: 80.24%
20 Day Volatility: 49.50%
50 Day Volatility: 68.81%
200 Day Volatility: 60.86%
Standard Deviation: 1.78%

CVOL - Technicals

CVOL Technicals

20 Day MA: $1.17
60 Day MA: $1.31
MACD 15 Period: 0.05
MACD 100 Period: -0.39
Williams % Range 10 Day: 9.09
Williams % Range 20 Day: 21.43
RSI 10 Day: 53
RSI 20 Day: 46
RSI 30 Day: 43
Ultimate Oscillator: 37

CVOL Bollinger Bands

Lower Bollinger (10 Day): $1.14
Upper Bollinger (10 Day): $1.22
Lower Bollinger (20 Day): $1.13
Upper Bollinger (20 Day): $1.21
Lower Bollinger (30 Day): $0.92
Upper Bollinger (30 Day): $1.66

CVOL Support & Resistance

Support Level 1: $1.20
Support Level 2: $1.19
Resistance Level 1: $1.23
Resistance Level 2: $1.25

CVOL Stochastic

Stochastic Oscillator %D (1 Day): 47.32
Stochastic Oscillator %D (5 Day): 59.68
Stochastic Oscillator %K (1 Day): 41.34
Stochastic Oscillator %K (5 Day): 45.22

CVOL Volatility

5 Day Volatility: 80.24%
20 Day Volatility: 49.50%
50 Day Volatility: 68.81%
200 Day Volatility: 60.86%
Standard Deviation: 1.78%

CVOL - ETFdb Realtime Rating & Analyst Report

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.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
Volatility 1.15 2010-11-12 Citigroup ETN -64.12%

CVOL Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity C+
Expenses B-
Performance ETFdb Pro Members Only
Volatility ETFdb Pro Members Only
Dividend ETFdb Pro Members Only
Concentration ETFdb Pro Members Only

The first adjacent table gives investors an individual Realtime Rating for CVOL on several different metrics, including liquidity, expenses, performance, volatility, dividend, and concentration of holdings. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Volatility ETFdb Category with the highest Metric Realtime Rating for each individual field.

CVOL Realtime Rating: Overall

ETFdb Rating Type Overall Rating A+ Overall Rated ETF
Realtime Rating (Overall) ETFdb Pro Members Only ETFdb Pro Members Only

The second table shows the overall Realtime Rating for CVOL, as well as the A+ Overall Rated ETF in CVOL's Category. 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.

ETFdb Analyst Report for CVOL

This ETP offers exposure to an index that is designed to measure directional exposure to the implied volatility of large cap U.S. stocks, and as such generally exhibits a strong negative correlation to U.S. and international stock markets. Because expected volatility increased with uncertainty, C...

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