Summary
VIXM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -22.26% 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: 15/10/2026

Current price: $12.71

Expense ratio: 0.92%

Assets under management
$50.3M
-1.70% 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

-3.86%

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

-10.68%

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

-19.40%

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

-22.26%

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

-15.66%

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

-36.29%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.094%

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
15/10/2026 $12.93 $12.93 $12.69 $12.71 198,100
14/10/2026 $12.80 $12.83 $12.70 $12.72 355,200
13/10/2026 $12.68 $12.72 $12.66 $12.68 88,200
12/10/2026 $12.84 $12.84 $12.71 $12.72 121,400
09/10/2026 $12.80 $12.84 $12.75 $12.82 120,800
08/10/2026 $12.70 $12.87 $12.70 $12.83 177,800
07/10/2026 $12.85 $12.85 $12.64 $12.68 169,400
06/10/2026 $12.77 $12.81 $12.64 $12.67 131,100
05/10/2026 $12.93 $12.94 $12.79 $12.84 97,000
02/10/2026 $12.93 $12.97 $12.88 $12.92 329,800