Performance of VIX ETPs in 2013

A number of readers have asked me to recap the performance of the VIX ETPs in 2013 according to the leverage/maturity grid I have been publishing for several years.

The graphic below should look familiar to long-term readers and measures the performance of all VIX and volatility ETPs for 2013, including dividends. (Two exceptions are TRSK and SPXH, which have data going back to June 24, 2013 and as such, the closing price on that date is treated as the opening price for 2013.)  This time around I am going to refrain from most editorial comments, yet point out that the data bears a very strong resemblance to what I presented in VIX ETP Performance in 2012.  It is also worth noting that just because there were similar numbers in 2012 and 2013, one should not expect these patterns to repeat on a regular basis. In Performance of VIX ETPs During the Recent Debt Ceiling Crisis, for instance, I present a very different set of data that students of volatility should also pay close attention to.

VIXETPPerformancefor2013_zpsd29222fe

[source(s): CBOE, Yahoo, VIX and More]

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Bill Luby

vixandmore.blogspot.com

Bill is a private investor, whose research and trading interests focus on volatility, market sentiment, technical analysis, options and exchange-traded products. His work has been has been quoted in the Wall Street Journal, Financial Times, Barron’s and other publications. A frequent contributor to Barron’s, Bill also…

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