Fact sheet: iPath S&P500 VIX MdTm Ftrs

Fund information

Fund name
iPath S&P 500 VIX Mid Term Futures GBP
Fund company manager
Barclays Capital
Fund type
SIB
Fund objective
To provide investors with cost effective exposure to the S&P 500 VIX Mid-Term Future Index TR.
Benchmark
-
Investment style
Passive/Tracking
Investment method
Synthetic

Performance snapshot

Quick stats

1 Year return

-46.95 %

1 Year rank in sector

295/303

Sector

FO Equity - USA

Yield
-
Fund size
-
FE Risk score

220

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-5.95 %-26.89 %-46.95 %-44.85 %-80.79 %
Sector2.32 %3.24 %15.42 %20.95 %67.19 %
Rank within sector297 / 315304 / 311295 / 303235 / 253208 / 218
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Calendar performance

YTD-20172016201520142013
Fund-41.5 %-6.56 %-7.03 %-16.35 %-47.12 %
Sector9.6 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector303 / 310265 / 287220 / 256218 / 237215 / 228
Quartile th4 th4 th4 th4 th4 th

Risk statistics

Alpha4.45
Beta-3.03
Sharpe-0.06
Volatility29.98
Tracking error35.89
Information ratio-0.61
R-Squared0.57

Price movement

52 week high939.625
52 week low471.5
Current bid price453.3
Current offer price529.5
Current mid price491.4

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-