ETF Comparison: SVXY vs UVIX
ETF 說明
SVXY - ProShares Short VIX Short-Term Futures ETF
The ProShares Short VIX Short-Term Futures ETF is an alternative investment fund that offers inverse exposure to the S&P 500 VIX Short-Term Futures Index, allowing investors to potentially benefit from decreasing volatility in the equity markets. The fund's strategy is designed to provide a daily inverse return of the VIX futures index, making it a sophisticated tool for investors seeking to manage risk or express a market view. However, due to its complex nature and potential for significant volatility, this fund is generally suitable for experienced investors with a deep understanding of the VIX and futures-based strategies.
UVIX - 2x Long VIX Futures ETF
The 2x Long VIX Futures ETF is a leveraged exchange-traded fund that seeks to provide investors with daily investment results, before fees and expenses, that correspond to 200% of the performance of the S&P 500 Short-Term Futures Index. The fund provides a way for investors to gain exposure to the VIX futures market, which is often used as a hedge against market volatility.
比較表
| SVXY | UVIX | |
|---|---|---|
| 基金名稱 | ProShares Short VIX Short-Term Futures ETF | 2x Long VIX Futures ETF |
| Fund Provider | Proshare Advisors LLC | Volatility Shares LLC |
| Index | S&P 500 VIX Short-Term Futures Index (-100%) | Long VIX Futures Index - Benchmark TR Gross (200%) |
| Asset Class | Alternatives | Alternatives |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.95% | 2.19% |
| Inception Date | 2011-10-03 | 2022-03-28 |
| Number Of Holdings | 1 | 2 |
| Currency | USD | USD |
| Region | United States | Global |
| Leveraged | Leveraged | Leveraged |
回測選項
摘要
關鍵指標
績效指標
風險指標
詳細報酬
績效分析
績效分析透過累積報酬、年底（EoY）報酬及 Sharpe 比率、Sortino 比率等風險調整指標，評估歷史資料以衡量投資策略報酬。這有助於投資人在不同市場條件下評估絕對和相對績效。
累積報酬
年底報酬表
年底報酬
風險分析
風險分析是指對可能導致資本損失的潛在負面事件進行評估。進行風險分析有助於決定是否應進行投資。這是透過回撤、波動率和 Beta 等風險指標來完成的，這些指標反映了利益相關者對投資策略一致性的信心。
回撤
回撤表
Monte Carlo 模擬
Monte Carlo 模擬是一種統計方法，透過從歷史資產價格資料中隨機抽樣產生大量潛在結果，用以預測投資組合報酬。它協助投資人評估各種市場條件下投資組合的潛在風險和報酬。模擬考慮初始投資，並可選擇性地模擬現金流情境，如固定投入、固定提款或比例提款。
重要提示：透過 Monte Carlo 模擬產生的預測純屬假設性質，不保證未來報酬。投資決策應考量多種因素，過去表現不代表未來結果。