Index Name  Asset Class  YTD Change (%) 
S&P/JPX JGB VIX  Strategy  210.0% 
S&P 500 VIX Enhanced MidTerm Futures Index  Strategy  4.52% 
S&P 500 VIX Mid Term Futures Inverse Daily Index  Strategy  5.58% 
S&P/ASX 200 VIX  Strategy  16.51% 
S&P 500 VIX 6Month Futures Index  Strategy  4.3% 
S&P 500 VIX Futures TermStructure Index  Strategy  7.55% 
S&P 500 VIX Front Month Futures Index  Strategy  28.81% 
S&P 500 VIX Short Term Futures Inverse Daily Index  Strategy  17.06% 
S&P 500 VIX MidTerm Futures Index  Strategy  1.59% 
S&P 500 VIX ShortTerm Futures Index  Strategy  23.06% 
S&P 500 VIX Front Month Futures Inverse Index  Strategy  22.2% 
S&P/BMV IPC VIX  Strategy  106.31% 
S&P 500 Dynamic VIX Futures Index  Strategy  5.69% 
S&P 500 VIX 2Month Futures Index  Strategy  10.3% 
S&P 500 VIX Futures Enhanced Roll  Strategy  11.23% 
S&P 500 VIX 4Month Futures Index  Strategy  4.42% 
S&P/TSX 60 VIX Index  Strategy  1.96% 
S&P 500 VIX 3Month Futures Index  Strategy  6.78% 
S&P 500 VIX ShortTerm Futures 0.5x Inverse Daily Index  Strategy  3.84% 
Dow Jones Global Select RESI Equity 6Month Realized Volatility  Indicators  76.76% 
S&P 500 Consumer Staples 6Month Realized Volatility Index  Indicators  42.82% 
Dow Jones Global Select RESI Equity 12Month Realized Volatility  Indicators  71.64% 
S&P 500 Communication Services 1Month Realized Volatility Index  Indicators  67.65% 
S&P 500 Industrials 12Month Realized Volatility Index  Indicators  39.08% 
DJCI 12Month Realized Volatility Index  Indicators  43.85% 
S&P 500 Information Technology 12Month Realized Volatility Index  Indicators  69.56% 
S&P 500 Industrials 1Month Realized Volatility Index  Indicators  6.47% 
S&P 500 Low Volatility Daily Risk Control 10% Index  Strategy  5.43% 
S&P 500 Financials 6Month Realized Volatility Index  Indicators  28.36% 
S&P 500 Low Volatility 5% Daily Risk Control 1% Decrement Index  Strategy  2.73% 
S&P BSE SENSEX 3Month Realized Volatility Index  Indicators  33.18% 
S&P BSE SENSEX 2Month Realized Volatility Index  Indicators  41.65% 
DJCI Crude Oil 6Month Realized Volatility Index  Indicators  13.78% 
DJCI Crude Oil 3Month Realized Volatility Index  Indicators  9.07% 
S&P 500 Consumer Discretionary 1Month Realized Volatility Index  Indicators  1.76% 
DJCI Gold 1Month Realized Volatility Index  Indicators  63.52% 
S&P 500 Health Care 1Month Realized Volatility Index  Indicators  8.46% 
S&P 500 Low Volatility Daily Risk Control 12% Index  Strategy  6.92% 
S&P Pan Asia Low Volatility Daily Risk Control 10% Index  Strategy  7.21% 
Dow Jones Sustainability Europe Diversified Low Volatility High Dividend Index  Strategy  11.54% 
S&P 500 Low Volatility Top 80% Index  Strategy  11.04% 
S&P 500 3Month Realized Volatility Index  Indicators  77.69% 
S&P 500 6Month Realized Volatility Index  Indicators  82.54% 
Dow Jones U.S. Select REIT 3Month Realized Volatility Index  Indicators  61.74% 
S&P SmallCap 600 Low Volatility Index  Strategy  14.3% 
S&P Europe 350 Low Volatility Index  Strategy  14.42% 
S&P 500 Low Volatility Daily Risk Control 5% Index  Strategy  1.75% 
S&P 500 Low Volatility Daily Risk Control 8% Index  Strategy  3.94% 
S&P MidCap 400 Low Volatility Index  Strategy  8.8% 
S&P/TSX Composite Low Volatility Index  Strategy  13.6% 
S&P South Africa Low Volatility Index  Strategy  5.07% 
DJSI Ethical Europe Low Volatility Index  Equity  16.22% 
S&P 500 1Month Realized Volatility Index  Indicators  7.46% 
S&P Europe 350 Low Volatility High Dividend Index  Strategy  11.8% 
S&P Nordic Low Volatility Index  Strategy  16.46% 
S&P Risk Parity Index  8% Target Volatility  Strategy   
S&P 500 Industrials 6Month Realized Volatility Index  Indicators  45.04% 
S&P 500 Energy 1Month Realized Volatility Index  Indicators  15.93% 
S&P BMI International Developed Low Volatility Index  Strategy  14.88% 
S&P 500 12Month Realized Volatility Index  Indicators  83.33% 
S&P BMI Emerging Markets Low Volatility Index  Strategy  6.74% 
S&P 500 Energy 6Month Realized Volatility Index  Indicators  20.65% 
S&P 500 Low Volatility Daily Risk Control 15% Index  Strategy  9.2% 
DJCI Gold 3Month Realized Volatility Index  Indicators  33.08% 
DJCI 1Month Realized Volatility Index  Indicators  5.79% 
Dow Jones U.S. Select REIT 12Month Realized Volatility Index  Indicators  51.1% 
S&P 500 Low Volatility High Dividend PR Daily Risk Control 10% Index  Strategy   
DJCI 3Month Realized Volatility Index  Indicators  4.0% 
Dow Jones U.S. Select REIT 6Month Realized Volatility Index  Indicators  55.73% 
DJCI Brent Crude 6Month Realized Volatility Index  Indicators  13.4% 
DJCI Brent Crude 3Month Realized Volatility Index  Indicators  10.65% 
Dow Jones Global Select RESI Equity 1Month Realized Volatility  Indicators  24.73% 
DJCI Crude Oil 12Month Realized Volatility Index  Indicators  34.4% 
S&P 500 Low Volatility High Dividend Index  Strategy  3.37% 
DJCI Gold 6Month Realized Volatility Index  Indicators  15.65% 
Dow Jones U.S. Select REIT 1Month Realized Volatility Index  Indicators  2.9% 
DJCI 6Month Realized Volatility Index  Indicators  30.43% 
DJCI Crude Oil 1Month Realized Volatility Index  Indicators  1.08% 
Dow Jones Islamic Market Developed Markets Quality and Low Volatility Index  Strategy  18.33% 
S&P 500 Minimum Volatility Index  Strategy  12.28% 
S&P 500 Financials 1Month Realized Volatility Index  Indicators  17.4% 
S&P Korea Low Volatility Index  Strategy  1.69% 
S&P 500 Consumer Staples 1Month Realized Volatility Index  Indicators  22.59% 
S&P 500 Financials 3Month Realized Volatility Index  Indicators  38.6% 
S&P 500 Consumer Staples 12Month Realized Volatility Index  Indicators  56.78% 
S&P 500 Communication Services 12Month Realized Volatility Index  Indicators  93.83% 
S&P 500 Communication Services 3Month Realized Volatility Index  Indicators  99.55% 
S&P 500 Health Care 12Month Realized Volatility Index  Indicators  60.79% 
S&P 500 Financials 12Month Realized Volatility Index  Indicators  30.27% 
S&P 500 Health Care 6Month Realized Volatility Index  Indicators  55.9% 
S&P 500 Communication Services 6Month Realized Volatility Index  Indicators  107.62% 
DJCI Brent Crude 1Month Realized Volatility Index  Indicators  12.82% 
Dow Jones Global Select RESI Equity 3Month Realized Volatility  Indicators  80.79% 
S&P Pan Asia Low Volatility Index  Strategy  8.33% 
S&P 500 Health Care 3Month Realized Volatility Index  Indicators  49.59% 
S&P 500 Low Carbon Low Volatility High Dividend Index  Strategy  1.62% 
Dow Jones Islamic Market World Low Volatility 300 Index  Strategy  0.02% 
S&P 500 Industrials 3Month Realized Volatility Index  Indicators  47.95% 
S&P 500® Low Volatility Rate Response  Strategy  6.74% 
S&P 500 Futures Volatility Plus Daily Risk Control Index  Strategy  30.44% 
S&P 500 Consumer Discretionary 3Month Realized Volatility Index  Indicators  59.49% 
S&P 500 Consumer Discretionary 6Month Realized Volatility Index  Indicators  80.58% 
S&P 500 Futures 35% Defined Volatility 3% Decrement Index  Strategy  40.26% 
S&P 500 Consumer Staples 3Month Realized Volatility Index  Indicators  34.0% 
S&P 500 Futures 25% Defined Volatility Index  Strategy  28.4% 
S&P Risk Parity Index  10% Target Volatility  Strategy   
S&P 500 Futures 30% Defined Volatility 3% Decrement Index  Strategy  35.51% 
S&P Risk Parity Index  12% Target Volatility  Strategy   
S&P 500 Futures 30% Defined Volatility Index  Strategy  33.5% 
S&P 500 ESG Low Volatility Index  Strategy  16.27% 
S&P 500 Futures 25% Defined Volatility 3% Decrement Index  Strategy  30.55% 
S&P 500 Futures 35% Defined Volatility Index  Strategy  38.4% 
S&P 1500 Reduced Volatility Tilt Index  Strategy  17.48% 
DJCI Gold 12Month Realized Volatility Index  Indicators  3.24% 
DJCI Brent Crude 12Month Realized Volatility Index  Indicators  38.0% 
S&P 500 Low Volatility Index  Strategy  7.01% 
S&P 500 Energy 3Month Realized Volatility Index  Indicators  29.55% 
S&P 500 Energy 12Month Realized Volatility Index  Indicators  17.94% 
S&P 500 Consumer Discretionary 12Month Realized Volatility Index  Indicators  93.97% 
S&P 500 Low Volatility Riskcasting Daily RC 5% Index  Strategy  8.6% 
S&P Europe 350 Low Volatility Riskcasting Index  Strategy  19.44% 
S&P 500 Low Volatility Riskcasting Daily RC 10% Index  Strategy  14.87% 
S&P Global 1200 Low Volatility High Dividend Index  Strategy  10.1% 
S&P Eurozone Low Volatility Index  Strategy  18.93% 
S&P BMI Developed ExU.S. Volatility  Highest Quintile Index  Strategy  26.08% 
S&P GSCI Crude Oil 3Month Realized Volatility Index  Indicators  9.07% 
S&P GSCI Gold 1Month Realized Volatility Index  Indicators  63.53% 
S&P Global 1200 6Month Realized Volatility Index  Indicators  82.48% 
S&P 500 Utilities 12Month Realized Volatility Index  Indicators  42.76% 
S&P MILA Pacific Alliance Select 1Month Realized Volatility Index  Indicators  18.68% 
S&P BSE Low Volatility Index  Strategy  2.32% 
S&P BSE SENSEX 1Month Realized Volatility Index  Indicators  30.24% 
S&P Global 1200 Low Volatility Riskcasting Index  Strategy  10.91% 
S&P Europe 350 Buyback Dividend Stability Low Volatility Index  Strategy  13.62% 
S&P 500 Utilities 6Month Realized Volatility Index  Indicators  69.44% 
S&P 500 Volatility Plus Daily Risk Control Index  Strategy  30.03% 
S&P BSE SENSEX 6Month Realized Volatility Index  Indicators  3.33% 
S&P 500 Utilities 3Month Realized Volatility Index  Indicators  71.64% 
S&P China 500 12Month Realized Volatility Index  Indicators  22.93% 
S&P BMI Developed ExU.S. Low Volatility Index  Strategy  15.14% 
S&P China 500 6Month Realized Volatility Index  Indicators  10.92% 
S&P China 500 3Month Realized Volatility Index  Indicators  79.06% 
S&P GSCI Brent Crude 6Month Realized Volatility Index  Indicators  13.4% 
S&P Europe 350 6Month Realized Volatility Index  Indicators  16.9% 
S&P MILA Pacific Alliance Select 6Month Realized Volatility Index  Indicators  29.63% 
S&P GSCI Brent Crude 1Month Realized Volatility Index  Indicators  12.82% 
S&P 500 Low Volatility Rate Response Risk Control 7% Index  Strategy  4.05% 
S&P GSCI Brent Crude 12Month Realized Volatility Index  Indicators  38.0% 
S&P Global 1200 1Month Realized Volatility Index  Indicators  8.5% 
S&P China 500 1Month Realized Volatility Index  Indicators  9.57% 
S&P 500 Low Volatility Riskcasting Index  Strategy  13.08% 
S&P Emerging BMI 6Month Realized Volatility Index  Indicators  13.29% 
S&P Europe 350 3Month Realized Volatility Index  Indicators  8.03% 
S&P GCC Composite Shariah 3Month Realized Volatility Index  Indicators  24.83% 
S&P Global 1200 Dividend Stability Low Volatility Daily Risk Control 10 % Index  Strategy  3.36% 
S&P 500 Materials 3Month Realized Volatility Index  Indicators  83.12% 
S&P GCC Composite Shariah 12Month Realized Volatility Index  Indicators  47.38% 
S&P GSCI 1Month Realized Volatility Index  Indicators  17.66% 
S&P Developed Asia Low Volatility  Strategy  10.28% 
S&P BSE SENSEX 12Month Realized Volatility Index  Indicators  10.44% 
S&P 500 Information Technology 3Month Realized Volatility Index  Indicators  69.49% 
S&P GSCI 12Month Realized Volatility Index  Indicators  52.42% 
S&P 500 Utilities 1Month Realized Volatility Index  Indicators  9.41% 
S&P Access Hong Kong Low Volatility High Dividend Index  Strategy  4.07% 
S&P/B3 Low Volatility High Dividend Index  Strategy  2.3% 
S&P 500 Low Volatility High Dividend Daily Risk Control 15% Index  Strategy  1.2% 
S&P GSCI 3Month Realized Volatility Index  Indicators  2.5% 
S&P GSCI Crude Oil 6Month Realized Volatility Index  Indicators  13.78% 
S&P 500 Low Volatility High Dividend Daily Risk Control 5% Index  Strategy  0.99% 
S&P 500 Materials 12Month Realized Volatility Index  Indicators  46.19% 
S&P Europe 350 12Month Realized Volatility Index  Indicators  50.17% 
S&P 500 Materials 6Month Realized Volatility Index  Indicators  63.69% 
S&P GCC Composite Shariah 1Month Realized Volatility Index  Indicators  11.24% 
S&P 500 Materials 1Month Realized Volatility Index  Indicators  14.18% 
S&P Composite 1500 1Month Realized Volatility Index  Indicators  6.59% 
S&P MILA Pacific Alliance Select 3Month Realized Volatility Index  Indicators  2.76% 
S&P MILA Pacific Alliance Select 12Month Realized Volatility Index  Indicators  24.95% 
S&P Global 1200 Low Carbon Low Volatility High Dividend Index  Strategy  9.47% 
S&P 500 Volatility  Highest Quintile Index  Strategy  14.79% 
S&P 500 Information Technology 1Month Realized Volatility Index  Indicators  2.94% 
S&P 500 Information Technology 6Month Realized Volatility Index  Indicators  77.11% 
S&P Europe 350 Carbon Efficient Select Low Volatility Index  Strategy  14.63% 
S&P Developed Low Volatility Index  Strategy  12.26% 
S&P GSCI Crude Oil 1Month Realized Volatility Index  Indicators  1.08% 
S&P GSCI Gold 3Month Realized Volatility Index  Indicators  33.08% 
S&P GSCI Crude Oil 12Month Realized Volatility Index  Indicators  34.4% 
S&P Global Low Volatility Index  Strategy  10.72% 
S&P 500 Low Volatility High Dividend Daily Risk Control 10% Index  Strategy  2.61% 
S&P GCC Composite Low Volatility Index  Strategy  0.39% 
S&P Emerging Markets Low Volatility Select Index  Strategy  2.88% 
S&P EPAC ExKorea Low Volatility  Strategy  15.85% 
S&P MidCap 400® Volatility  Highest Quintile Index  Strategy  14.7% 
S&P 500 Low Volatility Target Beta Index  Strategy  15.78% 
S&P GSCI 6Month Realized Volatility Index  Indicators  24.69% 
S&P Global 1200 ExCanada Low Volatility High Dividend Index  Strategy  9.5% 
S&P China AShare LargeCap Low Volatility High Dividend 50 Index  Strategy  8.21% 
S&P Global 1200 Shariah Low Volatility High Dividend Index  Strategy  5.8% 
S&P GCC Composite Low Volatility Shariah Index  Strategy  0.48% 
S&P Global 1200 12Month Realized Volatility Index  Indicators  84.29% 
S&P/ASX 200 Low Volatility Index  Strategy  10.15% 
S&P Global 1200 3Month Realized Volatility Index  Indicators  73.24% 
S&P GSCI Brent Crude 3Month Realized Volatility Index  Indicators  10.65% 
S&P GCC Composite Shariah 6Month Realized Volatility Index  Indicators  10.7% 
S&P EPAC ExKorea Low Volatility High Dividend Index  Strategy  13.61% 
S&P 500 Low Volatility Price Return Daily Risk Control 5% Index  Strategy  2.52% 
S&P Emerging BMI 1Month Realized Volatility Index  Indicators  25.26% 
S&P BSE SENSEX 3Month Realized Volatility Index  Indicators  18.18% 
S&P Emerging BMI 3Month Realized Volatility Index  Indicators  43.13% 
S&P China AShare Low Volatility High Dividend Index  Strategy  7.56% 
S&P Emerging BMI 12Month Realized Volatility Index  Indicators  31.52% 
S&P MidCap 400 Low Volatility High Dividend Index  Strategy  8.98% 
S&P Global 1200 Dividend Stability Low Volatility Index  Strategy  7.73% 
S&P China AShare Low Volatility Index  Strategy  1.89% 
S&P/B3 Low Volatility Index  Strategy  2.84% 
S&P GSCI Gold 6Month Realized Volatility Index  Indicators  15.65% 
S&P Composite 1500 12Month Realized Volatility Index  Indicators  81.05% 
S&P Europe 350 1Month Realized Volatility Index  Indicators  4.38% 
S&P Europe 350® Low Carbon Low Volatility High Dividend Index  Strategy  8.42% 
S&P GSCI Gold 12Month Realized Volatility Index  Indicators  3.24% 
S&P Risk Parity 2.0 Index – 15% Target Volatility  Strategy  32.42% 
S&P Risk Parity 2.0 Index  12% Target Volatility  Strategy  26.12% 
S&P Saudi Arabia Low Volatility Index  Strategy  0.73% 
S&P Saudi Arabia Shariah Low Volatility Index  Strategy  0.8% 
S&P Japan 500 1Month Realized Volatility Index  Indicators  30.02% 
S&P Japan 500 6Month Realized Volatility Index  Indicators  1.06% 
S&P Composite 1500 3Month Realized Volatility Index  Indicators  76.53% 
S&P United Kingdom 12Month Realized Volatility Index  Indicators  27.64% 
S&P United Kingdom 3Month Realized Volatility Index  Indicators  10.33% 
S&P MidCap 400 12Month Realized Volatility Index  Indicators  43.22% 
S&P Pan Arab Composite LargeMidCap Low Volatility Index  Strategy  0.24% 
S&P Kensho New Economies VolatilityWeighted Income Index  Equity  9.44% 
S&P Risk Parity 2.0 Index – 8% Target Volatility  Strategy  17.24% 
S&P Pan Arab Composite LargeMidCap Low Volatility Shariah Index  Strategy  0.25% 
S&P Risk Parity Index  15% Target Volatility  Strategy  24.8% 
S&P/TSX Composite Volatility  Highest Quintile Index  Strategy  14.58% 
S&P Japan 500 12Month Realized Volatility Index  Indicators  9.43% 
S&P Pan Arab Low Volatility High Dividend  Strategy  0.13% 
S&P Risk Parity 2.0 Index  10% Target Volatility  Strategy  21.75% 
S&P SmallCap 600 Volatility  Highest Quintile Index  Strategy  16.92% 
S&P U.S. MultiAsset Riskcasting 4% Target Volatility Index  Strategy  8.26% 
S&P Risk Parity Index (USDOnly Constituents) – 8% Target Volatility  Strategy  10.14% 
S&P United Kingdom 1Month Realized Volatility Index  Indicators  21.01% 
S&P MidCap 400 3Month Realized Volatility Index  Indicators  48.47% 
S&P MidCap 400 1Month Realized Volatility Index  Indicators  6.26% 
S&P Southern Europe Low Volatility Index  Strategy  15.48% 
S&P SmallCap 600 12Month Realized Volatility Index  Indicators  18.57% 
S&P United Kingdom 6Month Realized Volatility Index  Indicators  4.69% 
S&P Pan Asia BMI 3Month Realized Volatility Index  Indicators  64.98% 
S&P/TSX Composite Low Volatility High Dividend Index  Strategy  12.34% 
S&P SmallCap 600 3Month Realized Volatility Index  Indicators  32.27% 
S&P Pan Asia BMI 6Month Realized Volatility Index  Indicators  41.36% 
S&P U.S. High Yield Low Volatility Corporate Bond Index  Fixed Income  10.81% 
S&P SmallCap 600 Low Volatility High Dividend Index  Strategy  24.68% 
S&P Japan 500 Low Volatility Index  Strategy  4.83% 
S&P Low Volatility High Dividend Daily Risk Control 6% Index  Strategy  8.38% 
S&P Pan Asia BMI 12Month Realized Volatility Index  Indicators  36.91% 
S&P Composite 1500 6Month Realized Volatility Index  Indicators  80.14% 
S&P Japan 500 3Month Realized Volatility Index  Indicators  5.78% 
S&P South Africa 50 3Month Realized Volatility Index  Indicators  32.1% 
S&P South Africa 50 1Month Realized Volatility Index  Indicators  9.46% 
S&P MidCap 400 6Month Realized Volatility Index  Indicators  46.05% 
S&P SmallCap 600 1Month Realized Volatility Index  Indicators  12.59% 
S&P SmallCap 600 6Month Realized Volatility Index  Indicators  25.0% 
S&P U.S. MultiAsset Riskcasting 5% Target Volatility Index  Strategy  8.7% 
S&P South Africa 50 6Month Realized Volatility Index  Indicators  24.24% 
S&P U.S. MultiAsset Riskcasting 4% Target Volatility 0.5% Decrement Index  Strategy  7.15% 
S&P Pan Asia BMI 1Month Realized Volatility Index  Indicators  2.51% 
S&P South Africa 50 12Month Realized Volatility Index  Indicators  29.37% 
S&P Dow Jones Volatility Indexes
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