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Bill Luby's chart of YTD returns of the various VIX ETPs shows those with dynamic allocations...

Bill Luby's chart of YTD returns of the various VIX ETPs shows those with dynamic allocations (VQT, XVA) or offsetting long and short volatility legs (XVIX) were able to manage gains in a brutal quarter. Also of interest are the inverse funds, whose gains were greater than the losses suffered by the long funds.
Comments (1)
  • DeepValueLover
    , contributor
    Comments (8145) | Send Message
     
    Take a look at the chart of VQT from about early Aug. '11 to April '12.

     

    Now compare that line with the SPY....

     

    VQT seems to be the best choice right now if you expect volatility to spike this quarter. No decay, dynamic and liquid.

     

    If I am wrong please give me a better choice!!
    3 Apr 2012, 03:08 PM Reply Like
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