Summary
VIXY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -54.88% 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: 02/06/2026

Current price: $23.46

Expense ratio: 0.96%

Assets under management
$214.8M
-0.47% 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

-15.37%

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

-16.87%

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

-23.33%

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

-54.88%

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

-48.46%

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

-81.26%

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

Methodology: adjusted prices + daily simple return
Average daily return

-0.255%

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
02/06/2026 $23.57 $23.81 $23.42 $23.46 2,383,200
01/06/2026 $23.59 $23.90 $23.23 $23.85 4,344,600
29/05/2026 $23.44 $23.57 $23.01 $23.29 4,708,600
28/05/2026 $24.30 $24.30 $23.58 $23.70 2,363,400
27/05/2026 $24.59 $24.79 $24.11 $24.13 2,539,500
26/05/2026 $24.85 $25.35 $24.48 $24.64 4,052,200
22/05/2026 $25.44 $25.64 $25.16 $25.43 2,848,400
21/05/2026 $26.28 $26.36 $25.15 $25.29 3,378,300
20/05/2026 $26.44 $26.59 $26.00 $26.02 3,687,800
19/05/2026 $26.59 $26.77 $26.27 $26.62 3,215,000