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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.46%
Ann. 85.84% (Sharpe / Sortino numerator)
Volatility
33.48%
Sharpe ratio
2.456
VaR 95%
-2.97%
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%
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%
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%
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%
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%
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.
Average daily return
-0.059%
Best day
3.808%
Worst day
-4.11%
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 |