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.
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| 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% |
Resources
Composition
Top Index Constituents
As of December 5, 2023
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