February 27, 2007, currently holds the biggest daily percentage jump record in the VIX index’s history (the VIX didn’t come out until after the 1987 crash). The VIX jumped from a 11.15 close the previous day to 18.31 —a 59% jump. Normally I would expect a volatility strategy fund like XVZ or, VQTto perform very well during a volatility spike of this magnitude. None of these …
There are over 2800 ETFs right now, with more in registration. This explosion of alternatives is great for driving down fees and giving investors choices. However once we figure out what we want to buy, we often discover the fund we chose is lightly traded—perhaps only hundreds of shares are traded on any given day. With a lightly traded fund, the bid/ask spread is usually …
The vibe of the IndexUniverse’s InsideETFs Conference in Hollywood Florida I attended in 2012 was one that I have felt before—a group that knows they’re changing the very structure of their industry. It’s not just about being new, creative, or disruptive—it’s the sense of knowing you have won. The mutual fund industry is still almost 10 times the size of ETFs/ETNs with $7.9 trillion in assets vs …
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Some people have been hyperventilating about the high short interest many ETFs are showing. XRT for example recently had 95 million shares in short interest with only 17 million shares in shares outstanding. If you want a detailed response to these fearmongers I found this article to be very helpful. If all of the people that were short XRT decided that they wanted …
