ProShares VIX Investing Strategies and Performance

The ProShares VIX Short-Term Futures ETF is designed to track the S&P 500 VIX Short-Term Futures Index, which is a benchmark for market volatility.

Investors can use this ETF as a hedging tool to reduce potential losses in a portfolio during times of high market volatility.

By tracking the VIX, this ETF aims to provide a way for investors to gain exposure to market volatility, which can be a valuable asset class in and of itself.

The ProShares VIX Short-Term Futures ETF has a low expense ratio of 0.34%, making it an attractive option for investors looking to add volatility exposure to their portfolios.

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The VIX, or CBOE Volatility Index, is a measure of the expected volatility of the S&P 500. It's a widely followed indicator that helps investors gauge market uncertainty.

The VIX is not directly investable, so investors often turn to VIX futures to get exposure to S&P 500 volatility. These futures indexes track changes in the expectation for VIX over a specific time window.

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VIX futures indexes, like the S&P 500 VIX Short-Term Futures Index, can be expected to perform differently than the VIX itself. This is because they measure the movements of a combination of VIX futures.

To get a better understanding of how VIX futures indexes work, consider the following:

Note that VIXY is designed to track changes in the expectation for VIX over a specific time window, just like the S&P 500 VIX Short-Term Futures Index. However, they may perform differently due to their unique characteristics.

ProShares VIX is designed to track the performance of the S&P500 VIX Short-Term Futures Index, which is a long position in the two nearest expiration months of VIX futures with a constant maturity of one month.

This type of exposure is similar to other unleveraged long VIX ETFs/ETNs like VXX.

The direction of ProShares VIX is long and unleveraged, meaning it aims to increase in value over time without using borrowed money.

Explore further: Vix Futures Ticker Symbol

The performance of ProShares VIX has been a topic of interest for many investors. The current performance of the fund is a staggering -3.89% for the year.

Looking at the fund's performance over the long-term, it's clear that it has had a significant downturn, with a performance since inception of -99.99%. This is a stark reminder of the risks associated with investing in volatility-based funds.

One of the most notable metrics for ProShares VIX is its maximum loss, which has been as high as -30.52% in the past year. This is a significant drawdown, and it's essential to consider this risk when investing in the fund.

Here are some key performance metrics for ProShares VIX:

The fund's tracking error has also been a notable aspect of its performance, with a tracking error of 0.18% in the past year. This indicates that the fund has deviated from its benchmark, which can be a concern for investors.

Overall, the performance of ProShares VIX is a mixed bag, with some notable highs and lows. It's essential to carefully consider these metrics when deciding whether to invest in the fund.

The ProShares VIX Mid-Term Futures (VIXM) is a passively managed ETF that seeks to match the performance of the S&P 500 VIX Mid-Term Futures Index.

It was launched in 2011 and is part of the ProShares fund family. The ETF has a management team with an average tenure of 14.09 years, which is more important for actively managed ETFs.

The fund has a primary benchmark, the S&P 500 VIX Mid Term Futures TR USD index, which it tracks with a 100% weighting. It has a total of 6 securities in its portfolio, with the top 10 holdings constituting 0.0% of the ETF's assets.

The ProShares VIX Mid-Term Futures has a unique portfolio allocation, with 49.5% of its portfolio in cash and 50.5% in other investments. This is reflected in its yield, which is 0.0%.

Here are some key statistics about the ProShares VIX Mid-Term Futures:

The ETF has a relatively high standard deviation of 23.5%, indicating that its returns can be volatile. However, it has a low R-squared value of 0%, suggesting that it does not track the market closely.

Automated VIXY Strategies can be created using Composer, a tool that allows you to build your own algorithmic trading strategy with VIXY.

With Composer, you have the power to design a custom strategy that suits your investment goals and risk tolerance. This means you can choose the specific conditions that trigger trades, making your strategy more tailored to your needs.

You can use Composer to create a strategy that reacts to changes in the VIXY index, allowing you to capitalize on market fluctuations. This flexibility is a key advantage of using Composer with VIXY.

By creating your own automated strategy, you can take a more hands-off approach to investing, freeing up time for other activities. This can be particularly appealing to those who want to invest in the VIXY index but don't have the time or expertise to constantly monitor the market.

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