2x Long Vix Etf Performance
| UVIX Etf | USD 34.65 2.54 6.83% |
The etf owns a Beta (Systematic Risk) of -5.69, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 2x Long are expected to decrease by larger amounts. On the other hand, during market turmoil, 2x Long is expected to outperform it.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in 2x Long VIX are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak forward indicators, 2x Long may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
1 | Volatility ETFs Spike on Growing Trade War Fears | 03/07/2025 |
UVIX |
2x Long Relative Risk vs. Return Landscape
If you would invest 3,830 in 2x Long VIX on December 20, 2024 and sell it today you would lose (365.00) from holding 2x Long VIX or give up 9.53% of portfolio value over 90 days. 2x Long VIX is currently generating 0.1558% in daily expected returns and assumes 8.2295% risk (volatility on return distribution) over the 90 days horizon. In different words, 73% of etfs are less volatile than UVIX, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
2x Long Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 2x Long's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 2x Long VIX, and traders can use it to determine the average amount a 2x Long'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 = 0.0189
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 8.23 actual daily | 73 73% of assets are less volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 2x Long is performing at about 1% 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 2x Long by adding it to a well-diversified portfolio.
2x Long Fundamentals Growth
UVIX Etf prices reflect investors' perceptions of the future prospects and financial health of 2x Long, and 2x Long fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on UVIX Etf performance.
| Total Asset | 93.79 M | |||
About 2x Long Performance
Evaluating 2x Long's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if 2x Long has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if 2x Long has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The index measures the daily performance of a portfolio of long positions in first and second month VIX futures contracts. VS TR is traded on BATS Exchange in the United States.| 2x Long VIX had very high historical volatility over the last 90 days | |
| Latest headline from zacks.com: Volatility ETFs Spike on Growing Trade War Fears | |
| The fund keeps 220.44% of its net assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in 2x Long VIX. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
The market value of 2x Long VIX is measured differently than its book value, which is the value of UVIX that is recorded on the company's balance sheet. Investors also form their own opinion of 2x Long's value that differs from its market value or its book value, called intrinsic value, which is 2x Long's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because 2x Long's market value can be influenced by many factors that don't directly affect 2x Long's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between 2x Long's value and its price as these two are different measures arrived at by different means. Investors typically determine if 2x Long is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 2x Long's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.