Volatility Shares -1X SVIX, 2X UVIX, and -1X ZVOL ETFs Backtest + Associated Indexes (free)
$0.00
Simulated prices for ZIVB, SVIX and UVIX. ZIVB’s data starts in March 2004, SVIX and UVIX’s starts in December, 2005. The data included typically goes up to the end of the last calendar quarter. Includes the underlying SHORTVOL, LONGVOL, and a indexes also.
Description
The -1X leveraged SVIX inverse volatility fund, 2X leveraged UVIX, and -1X Mid Term VIX futures ZVOL fund are Exchange Traded Products (ETFs) offered by Volatility Shares that are based on the short-term VIX futures (1st & 2nd month), and the mid-term futures (4th through 7th). SVIX and UVIX ETFs started trading on March 31st, 2022, and ZVOL on April 19th, 2023, so there is no market price data available before that (e.g., during the 2008/2009 GFC, the February 5th, 2018 Volmageddon, or the COVID volatility spikes). This simulation provides SVIX & UVIX’s simulated end-of-day closing prices from December 20th, 2005 through the end of the previous calendar quarter. It also includes their underlying indexes, SHORTVOL and LONGVOL See Update Dates for Spreadsheets for specific days covered.
The ZVOL and the Med ER -1X index (similar to SPVXMPI) simulation starts on March 26, 2004 and goes through the end of the previous calendar quarter.
For more about these products and their underlying SHORTVOL and LONGVOL indexes see:
