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Alternative Other
|
Close (04-18-2024) |
$10.68 |
|---|---|
| Change |
$0.07
(0.66%)
|
| Open | $10.48 |
|---|---|
| Day Range | $10.34 - $10.79 |
| Volume | 146,016 |
As at March 31, 2024
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Inception Return (December 15, 2010): -50.14%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -4.11% | -16.49% | -44.34% | -16.49% | -71.11% | -59.71% | -58.01% | -63.02% | -50.49% | -48.73% | -45.77% | -51.38% | -49.42% | -48.44% |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 6.28% | 72.67% | 72.67% | 36.55% | 61.59% | 12.75% | 7.53% | 10.88% | 9.34% | 7.62% | 6.74% | 7.15% | 5.84% | 5.73% |
| Category Rank | 89 / 90 | 87 / 90 | 87 / 88 | 87 / 90 | 79 / 79 | 73 / 73 | 15 / 15 | - | - | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - | - | - | - |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -15.75% | -8.94% | -27.76% | -9.08% | -5.14% | 8.60% | 0.57% | -26.36% | -10.00% | -2.58% | -10.61% | -4.11% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
109.53% (March 2020)
-35.21% (November 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -25.92% | -36.07% | -67.55% | -72.56% | 67.86% | -68.07% | 15.40% | -71.89% | -21.99% | -72.46% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 4.57% | -0.60% | 6.48% | 4.63% | -4.48% | 6.64% | 14.43% | 7.75% | -45.86% | 66.56% |
| Quartile Ranking | - | - | - | - | - | - | - | - | 1 | 4 |
| Category Rank | - | - | - | - | - | - | - | - | 10/ 65 | 79/ 79 |
67.86% (2018)
-72.56% (2017)
BetaPro S&P 500 VIX Short-Term Futures ETF
Median
Other - Alternative Other
| Standard Deviation | 47.60% | 73.42% | 68.54% |
|---|---|---|---|
| Beta | -2.56% | -3.78% | -4.06% |
| Alpha | -0.48% | -0.06% | -0.11% |
| Rsquared | 0.51% | 0.65% | 0.56% |
| Sharpe | -1.57% | -0.66% | -0.67% |
| Sortino | -1.66% | -1.06% | -1.07% |
| Treynor | 0.29% | 0.13% | 0.11% |
| Tax Efficiency | - | 100.00% | 100.00% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 35.92% | 47.60% | 73.42% | 68.54% |
| Beta | -1.91% | -2.56% | -3.78% | -4.06% |
| Alpha | -0.85% | -0.48% | -0.06% | -0.11% |
| Rsquared | 0.46% | 0.51% | 0.65% | 0.56% |
| Sharpe | -3.23% | -1.57% | -0.66% | -0.67% |
| Sortino | -2.43% | -1.66% | -1.06% | -1.07% |
| Treynor | 0.61% | 0.29% | 0.13% | 0.11% |
| Tax Efficiency | - | - | 100.00% | 100.00% |
| Start Date | December 15, 2010 |
|---|---|
| Instrument Type | Exchange Traded Fund (Alternative) |
| Share Class | Do-It-Yourself |
| Legal Status | Corporation |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $30.68 |
| 52 Week Low | $9.04 |
| Annual Dividend | - |
| Annual Yield | - |
| Index | S&P 500 VIX Short-Term Futures Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The HBP Single VIX ETF is designed to provide investment results, before fees, expenses, distributions, brokerage commissions and other transaction costs, that endeavour to correspond to the performance of the S&P 500 VIX Short-Term Futures Index™. Any U.S. dollar gains or losses as a result of the HBP Single VIX ETF's investment will be hedged back to the Canadian dollar to the best of its ability.
The HBP Single VIX ETF invests in financial instruments that have similar return characteristics as the performance of the S&P 500 VIX Short-Term Futures Index™. In order to achieve this objective, the total underlying notional value of these instruments will typically not exceed one times the total assets of the ETF.
| Name | Start Date |
|---|---|
| Horizons ETFs Management (Canada) Inc. | 08-04-2020 |
| Fund Manager | Horizons ETFs Management (Canada) Inc. |
|---|---|
| Advisor | Horizons ETFs Management (Canada) Inc. |
| Custodian | CIBC Mellon Trust Company |
| Registrar | TSX Trust Company |
| Distributor | - |
| Auditor | KPMG LLP |
| MER | 1.00% |
|---|---|
| Management Fee | 0.85% |
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