Summary
VIXM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -15.23% Volatility 29.64% Sharpe 0.11
Official loaded data — not a live quote.

ProShares VIX Mid-Term Futures ETF

Symbol: VIXM

Exchange: BATS

Sector: N/A

Category: Trading--Miscellaneous

Inception date: 03/01/2011

Latest date: 16/07/2026

Current price: $14.36

Expense ratio: 0.92%

Assets under management
$40.3M
0.77% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.46%

Ann. 85.84% (Sharpe / Sortino numerator)

Volatility

33.48%

Sharpe ratio

2.456

VaR 95%

-2.97%

CVaR 95%: -3.27%
Max drawdown: -5.16%
Sortino ratio: 4.522
Calmar ratio: 16.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-8.71%

Ann. 47.67% (Sharpe / Sortino numerator)

Volatility

23.95%

Sharpe ratio

1.839

VaR 95%

-2.72%

CVaR 95%: -3.02%
Max drawdown: -5.16%
Sortino ratio: 2.983
Calmar ratio: 9.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-4.01%

Ann. 10.94% (Sharpe / Sortino numerator)

Volatility

21.79%

Sharpe ratio

0.336

VaR 95%

-2.51%

CVaR 95%: -2.91%
Max drawdown: -14.04%
Sortino ratio: 0.525
Calmar ratio: 0.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-15.23%

Ann. 6.93% (Sharpe / Sortino numerator)

Volatility

29.64%

Sharpe ratio

0.111

VaR 95%

-2.62%

CVaR 95%: -4.01%
Max drawdown: -23.73%
Sortino ratio: 0.152
Calmar ratio: 0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.48%

Ann. 2.20% (Sharpe / Sortino numerator)

Volatility

35.26%

Sharpe ratio

-0.041

VaR 95%

-2.78%

CVaR 95%: -4.58%
Max drawdown: -30.99%
Sortino ratio: -0.056
Calmar ratio: 0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-27.36%

Ann. -14.61% (Sharpe / Sortino numerator)

Volatility

32.14%

Sharpe ratio

-0.567

VaR 95%

-2.65%

CVaR 95%: -4.13%
Max drawdown: -50.52%
Sortino ratio: -0.838
Calmar ratio: -0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.059%

Best day

3.808%

06/03/2026
Worst day

-4.11%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $14.25 $14.39 $14.24 $14.36 171,900
15/07/2026 $14.28 $14.37 $14.18 $14.23 205,400
14/07/2026 $14.30 $14.38 $14.30 $14.32 143,100
13/07/2026 $14.38 $14.47 $14.30 $14.38 133,900
10/07/2026 $14.31 $14.44 $14.24 $14.31 197,400
09/07/2026 $14.29 $14.31 $14.23 $14.30 117,700
08/07/2026 $14.42 $14.42 $14.24 $14.32 310,700
07/07/2026 $14.33 $14.37 $14.22 $14.33 200,300
06/07/2026 $14.31 $14.31 $14.17 $14.26 212,900
02/07/2026 $14.34 $14.43 $14.25 $14.32 143,900