VettaFi Defined Risk Volatility Index

The Index seeks to allocate a notional portfolio between a risk premium component and an income component. It tracks the performance of a multi-asset investment in a bear call VIX spread covered by a cash allocation and Treasury notes.

As October 31, 2023 Index Level 3-Month 6-Month 1-Year YTD
Price Return
Total Return 5,943.3 -1.4% 3.4% 31.4% 20.3%
Net Total Return
Index Level
3-Month
6-Month
1-Year
YTD
Index Level 5,943.3
3-Month -1.4%
6-Month 3.4%
1-Year 31.4%
YTD 20.3%
Index Level
3-Month
6-Month
1-Year
YTD

As of October 31, 2023

Characteristics

Index Symbol (Price Return) NA
Index Symbol (Total Return) DRVIX
Index Symbol (Net Total Return) NA
Number of Constituents 11
Market Capitalization $0.00
Adjusted Market Capitalization $0.00
Rebalancings NA
Dividend Yield 0.0%

Composition

Top Index Constituents
As of December 5, 2023

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