VIXM Backtest



VIXM is a long volatility fund offered by ProShares that is based on medium-term VIX futures (4th through the 7th month).

VIMX started trading in January 2011 so there is no market price data available before that (e.g., during the 2008/2009 market crash).  This simulation shows VIXM’s simulated end-of-day closing price from March 2004 through the most recent quarter.  See this table for specific dates.

For more information on this product see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products


First posted on