Sp500 Vix Futures Index Performance
| SPVIXETR | 20,759 1,085 4.97% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP500 VIX are completely uncorrelated.
SP500 VIX Relative Risk vs. Return Landscape
If you would invest 1,977,894 in SP500 VIX Futures on December 5, 2024 and sell it today you would earn a total of 97,991 from holding SP500 VIX Futures or generate 4.95% return on investment over 90 days. SP500 VIX Futures is generating 0.1197% of daily returns and assumes 2.7544% volatility on return distribution over the 90 days horizon. Simply put, 24% of indexs are less volatile than SP500, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP500 VIX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP500 VIX's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP500 VIX Futures, and traders can use it to determine the average amount a SP500 VIX's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0434
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | SPVIXETR | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.75 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average SP500 VIX is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SP500 VIX by adding it to a well-diversified portfolio.