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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.71%
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
-2.53%
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
-3.39%
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
-9.09%
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
10.31%
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
-34.90%
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: 02/06/2025 - 02/06/2026.
Average daily return
-0.031%
Best day
3.808%
Worst day
-4.11%
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 |