VIXM VIX Mid-Term Futures ETF

  • ETF
  • VIXM
  • Category
  • Volatility
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VIXM - 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 measures the movements of a combination of VIX futures and is designed to track changes in the expectation for VIX over a specific time window in the future.

Realtime Rating

VIXM - Realtime Rating

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Realtime Rating Summary

VIXM is a passive Commodity Pool that seeks to replicate S&P 500 VIX Mid-Term Futures Index. The index measures the movements of a combination of VIX futures and is designed to track changes in the expectation for VIX over a specific time window in the future.

The adjacent table gives investors an individual Realtime Rating for VIXM 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.

VIXM Overall Realtime Rating:

A+ Overall Rated ETF:

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

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VIXM In-Depth Analysis

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

Holdings

VIXM - Holdings

Filings Data as of: May 04, 2015
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Top Ten Holdings

  1. Cboe Vix Future 09/16/2015 (Uxu5)
    33.58%
  2. Cboe Vix Future 08/19/2015 (Uxq5)
    33.06%
  3. Cboe Vix Future 10/21/2015 (Uxv5)
    17.91%
  4. Cboe Vix Future 07/22/2015 (Uxn5)
    15.46%

Concentration Analysis

This section compares how balanced and deep VIXM is relative to the peer group ETFdb Category.

Number of Holdings
VIXM Rank:
VIXM 5
Category Low
Category High
% Assets in Top 10
VIXM Rank:
VIXM 100.02%
Category Low
Category High
Expense

VIXM - Expenses & Fees

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

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Expenses Ratio Analysis

Expense Ratio
VIXM Rank:
VIXM 0.85%
Category Low
Category High

Commission Free Trading in VIXM

VIXM 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

VIXM - Performance

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

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1 Week Return
VIXM Rank:
VIXM -0.86%
Category Low
Category High
4 Week Return
VIXM Rank:
VIXM -6.19%
Category Low
Category High
13 Week Return
VIXM Rank:
VIXM -12.43%
Category Low
Category High
26 Week Return
VIXM Rank:
VIXM -11.05%
Category Low
Category High
Year to Date Return
VIXM Rank:
VIXM -15.32%
Category Low
Category High
1 Year Return
VIXM Rank:
VIXM -20.25%
Category Low
Category High
3 Year Return
VIXM Rank:
VIXM -78.14%
Category Low
Category High
5 Year Return
VIXM Rank:
No Ranking Available
Category Low
Category High
Charts

VIXM - 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 VIXM relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

VIXM - Valuation

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

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

As of May 27, 2015

Dividend

VIXM - Dividend

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

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

As of May 27, 2015

Technicals

VIXM - Technicals

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VIXM Volatility Analysis

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

5 Day Volatility
VIXM Rank:
VIXM 28.64%
Category Low
Category High
20 Day Volatility
VIXM Rank:
VIXM 17.18%
Category Low
Category High
50 Day Volatility
VIXM Rank:
VIXM 17.67%
Category Low
Category High
200 Day Volatility
VIXM Rank:
VIXM 27.49%
Category Low
Category High
Beta
VIXM Rank:
VIXM -1.76
Category Low
Category High
Standard Deviation
VIXM Rank:
VIXM 3.44%
Category Low
Category High

VIXM Technicals

  • 20 Day MA: $56.24
  • 60 Day MA: $58.65
  • MACD 15 Period: -1.73
  • MACD 100 Period: -7.11
  • Williams % Range 10 Day: 90.06
  • Williams % Range 20 Day: 93.51
  • RSI 10 Day: 32
  • RSI 20 Day: 35
  • RSI 30 Day: 38
  • Ultimate Oscillator: 38

VIXM Bollinger Bands

  • Lower Bollinger (10 Day): $53.08
  • Upper Bollinger (10 Day): $57.17
  • Lower Bollinger (20 Day): $53.45
  • Upper Bollinger (20 Day): $59.16
  • Lower Bollinger (30 Day): $54.00
  • Upper Bollinger (30 Day): $59.74

VIXM Support & Resistance

  • Support Level 1: $53.73
  • Support Level 2: $53.35
  • Resistance Level 1: $54.51
  • Resistance Level 2: $54.91

VIXM Stochastic

  • Stochastic Oscillator %D (1 Day): 38.86
  • Stochastic Oscillator %D (5 Day): 26.79
  • Stochastic Oscillator %K (1 Day): 37.62
  • Stochastic Oscillator %K (5 Day): 21.52
Fact Sheet

VIXM - 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.