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Category
US Equities - Quant Strat
Sponsor
Global X
Fund Family
Index
Cboe S&P 500 Tail Risk Index
Index Weighting
Active/Passive
Expense
0.25%
Inverse/Leveraged
IPO
Aug 26, 2021
Asset Type
Equities (Stocks)
ETF Type
Bond Type
Average Maturity
Commodity Type
Quant Type
ESG Type
Dividend Type
Structure Type
Growth/Value
Market Cap
Option/Short
No / Yes
Tags
Tags
Tags
Tags
Tags
Tags
-
Tags
-
Sector/Theme
Region
SMA20
-0.88%
SMA50
-0.60%
SMA200
4.19%
Return% 1Y
11.56%
Return% 3Y
18.02%
Return% 5Y
10.01%
Return% 10Y
Return% SI
Flows% 1M
0.00%
Flows% 3M
0.00%
Flows% YTD
102.39%
Flows% 1Y
Flows% 3Y
Flows% 5Y
Trades
Total Holdings
507
AUM
4.91M
NAV/sh
52W High
30.25 -4.67%
52W Low
24.63 17.08%
Volatility
0.17% 0.16%
ATR (14)
0.17
RSI (14)
44.57
Beta
0.88
Rel Volume
0.07
Avg Volume
1.05K
Volume
73
Perf Week
-1.70%
Perf Month
0.15%
Perf Quarter
2.36%
Perf Half Y
6.36%
Perf YTD
9.04%
Perf Year
10.82%
Perf 3Y
33.37%
Perf 5Y
27.77%
Perf 10Y
-
Prev Close
29.10
Price
28.84
Change %
-0.90%
Global X S&P 500 Tail Risk ETF seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Cboe S&P 500 Tail Risk Index ("underlying index"). The fund invests at least 80% of its total assets in the securities of the underlying index. The underlying index measures the performance of a risk management strategy that holds the underlying stocks of the S&P 500 Index and applies a protective put strategy (i.e. long (purchased) put options) on the S&P 500 Index. The adviser expects that the correlation between the fund's performance and that of the underlying index, before fees and expenses, will exceed 95%.