SPVIXSTER S&P 500 VIX Short-Term Futures Excess Return Index

This is the total return version of SPVIXST. The Index is designed to provide access to equity market volatility through CBOE Volatility Index (the "VIX Index") futures. Specifically, the Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

71.69
As of 09/11/2017


Index Information
Provider:     S&P Dow Jones
Category1:  Alternatives
Category2:  Volatility
Category3:  Long volatility
Currency:    USD
Inception date:  01/22/2009
Backtesting data exists:   Yes
Weighting methodology:   Unknown
Total return version:  SPVIXST


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