Cboe Vix Volatility Index Performance
| VVIX Index | 108.47 1.67 1.56% |
The entity shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CBOE Vix are completely uncorrelated.
CBOE Vix Relative Risk vs. Return Landscape
If you would invest 8,632 in CBOE Vix Volatility on November 28, 2024 and sell it today you would earn a total of 2,215 from holding CBOE Vix Volatility or generate 25.66% return on investment over 90 days. CBOE Vix Volatility is generating 0.5908% of daily returns and assumes 6.5412% volatility on return distribution over the 90 days horizon. Simply put, 58% of indexs are less volatile than CBOE, and 89% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CBOE Vix Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBOE Vix's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CBOE Vix Volatility, and traders can use it to determine the average amount a CBOE 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 = 0.0903
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 6.54 actual daily | 58 58% of assets are less volatile |
Expected Return
| 0.59 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average CBOE Vix is performing at about 7% 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 CBOE Vix by adding it to a well-diversified portfolio.