Summary
VIXY
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -53.83% 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: 15/10/2026

Current price: $16.40

Expense ratio: 0.96%

Assets under management
$220.6M
-2.50% 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

-6.45%

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

-18.25%

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

-42.11%

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

-53.83%

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

-69.15%

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

-82.10%

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

Methodology: adjusted prices + daily simple return
Average daily return

-0.249%

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
15/10/2026 $16.82 $17.03 $16.26 $16.40 4,102,400
14/10/2026 $16.09 $16.76 $15.95 $16.53 3,557,500
13/10/2026 $16.02 $16.10 $15.88 $16.02 1,820,200
12/10/2026 $16.15 $16.18 $16.01 $16.04 1,224,700
09/10/2026 $16.38 $16.38 $16.24 $16.30 1,490,500
08/10/2026 $16.32 $16.79 $16.28 $16.50 2,551,900
07/10/2026 $16.49 $16.52 $16.16 $16.19 2,263,100
06/10/2026 $16.31 $16.44 $16.07 $16.10 1,683,700
05/10/2026 $16.60 $16.65 $16.20 $16.54 1,473,000
02/10/2026 $16.77 $16.94 $15.88 $16.72 2,110,500