Volatility Trading Index

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2017	1.32%	-0.59%	0.69%	-0.82%	-0.16%	0.10%	0.18%	-0.87%	0.00%	0.66%	-0.21%	0.81%	1.09%
2018	-2.03%	0.31%	-1.52%	-0.38%	0.31%	-0.44%	0.10%	0.62%	-0.61%	-2.89%	-0.10%	-1.36%	-7.77%
2019	0.22%	0.12%	-0.68%	0.56%	-1.49%	0.22%	0.30%	-1.37%	0.23%	0.22%	1.45%	-0.04%	-0.29%
2020	0.19%	-0.51%	7.74%	1.29%	1.19%	-0.04%	1.03%	0.91%	0.00%	-0.43%	2.78%	0.94%	15.87%
2021	-0.71%	0.80%	1.22%	0.61%	0.83%	1.34%	0.41%	1.04%^§	-1.08%^†	-	-	-	4.52%*

^†Estimated performance for Sep 2021 calculated with reported data from 17 funds.
^§Estimated performance for August 2021 calculated with reported data from 23 funds.
^*All estimates and 2021 YTD amounts are calculated with reported data as of October-23-2021 05:25 US CST.

About the Volatility Trading Index

This strategy trades volatility as an asset class. It seeks to profit from changes in equity market volatility via positions in options and futures instruments whose price changes are linked to increases and decreases in volatility.

The Barclay Volatility Trading Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes above. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.

About the Volatility Trading Index

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