Summary
VIXY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -54.13% Volatility 74.24% Sharpe -0.47
Official loaded data — not a live quote.

ProShares VIX Short-Term Futures ETF

Symbol: VIXY

Exchange: BATS

Sector: N/A

Category: Trading--Miscellaneous

Inception date: 03/01/2011

Latest date: 16/07/2026

Current price: $20.56

Expense ratio: 0.96%

Assets under management
$197.6M
1.33% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-5.77%

Ann. 561.28% (Sharpe / Sortino numerator)

Volatility

97.87%

Sharpe ratio

5.698

VaR 95%

-9.59%

CVaR 95%: -9.89%
Max drawdown: -12.29%
Sortino ratio: 10.379
Calmar ratio: 45.65

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.

Period total return

-27.32%

Ann. 218.74% (Sharpe / Sortino numerator)

Volatility

74.70%

Sharpe ratio

2.879

VaR 95%

-7.74%

CVaR 95%: -9.32%
Max drawdown: -12.29%
Sortino ratio: 4.673
Calmar ratio: 17.79

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

-19.69%

Ann. 6.69% (Sharpe / Sortino numerator)

Volatility

67.22%

Sharpe ratio

0.046

VaR 95%

-7.56%

CVaR 95%: -8.77%
Max drawdown: -35.87%
Sortino ratio: 0.074
Calmar ratio: 0.19

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

-54.13%

Ann. -31.60% (Sharpe / Sortino numerator)

Volatility

74.24%

Sharpe ratio

-0.475

VaR 95%

-7.50%

CVaR 95%: -10.57%
Max drawdown: -69.84%
Sortino ratio: -0.686
Calmar ratio: -0.45

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

-50.00%

Ann. -20.92% (Sharpe / Sortino numerator)

Volatility

77.83%

Sharpe ratio

-0.315

VaR 95%

-6.95%

CVaR 95%: -10.48%
Max drawdown: -71.78%
Sortino ratio: -0.488
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

-78.53%

Ann. -43.12% (Sharpe / Sortino numerator)

Volatility

69.70%

Sharpe ratio

-0.671

VaR 95%

-5.85%

CVaR 95%: -9.36%
Max drawdown: -86.08%
Sortino ratio: -1.070
Calmar ratio: -0.50

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

-0.247%

Best day

13.509%

06/03/2026
Worst day

-9.894%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.29 $20.87 $20.17 $20.56 1,960,800
15/07/2026 $20.43 $20.67 $20.05 $20.06 1,917,400
14/07/2026 $20.66 $20.81 $20.44 $20.66 1,373,300
13/07/2026 $20.59 $21.15 $20.35 $21.02 2,771,000
10/07/2026 $20.75 $21.22 $20.30 $20.34 2,608,900
09/07/2026 $21.08 $21.30 $20.78 $20.81 1,582,300
08/07/2026 $21.33 $21.95 $20.94 $21.23 3,686,000
07/07/2026 $20.69 $21.15 $20.55 $20.87 2,515,800
06/07/2026 $20.94 $20.94 $20.61 $20.65 2,114,700
02/07/2026 $21.26 $21.76 $20.96 $21.23 2,536,900