Summary
VIXM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -9.09% 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: 02/06/2026

Current price: $15.41

Expense ratio: 0.92%

Assets under management
$55.9M
-0.52% 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

-2.71%

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

-2.53%

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

-3.39%

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

-9.09%

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

10.31%

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

-34.90%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.031%

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
02/06/2026 $15.49 $15.49 $15.40 $15.41 199,300
01/06/2026 $15.27 $15.50 $15.27 $15.50 416,100
29/05/2026 $15.30 $15.37 $15.26 $15.36 393,700
28/05/2026 $15.44 $15.45 $15.28 $15.38 313,800
27/05/2026 $15.49 $15.57 $15.42 $15.44 224,800
26/05/2026 $15.54 $15.57 $15.48 $15.56 167,200
22/05/2026 $15.73 $15.78 $15.66 $15.73 142,600
21/05/2026 $15.79 $15.85 $15.59 $15.64 120,300
20/05/2026 $15.87 $15.92 $15.78 $15.81 183,600
19/05/2026 $15.92 $15.95 $15.83 $15.90 126,200