Beta
N/A
March 11, 2025
Summary
- VIX index beta is not available.
Performance
VIX Beta Chart
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High & Low
Related metrics
VIX Beta Trends
PeriodPeriod | BetaBeta | PricePrice | SPXSPX |
---|---|---|---|
todaytoday | - | -10.0% | +0.5% |
1 m1 month | - | +52.4% | -7.5% |
3 m3 months | - | +74.0% | -7.5% |
6 m6 months | - | +41.9% | +0.1% |
ytdytd | - | +39.6% | -4.8% |
1 y1 year | - | +75.0% | +8.2% |
5 y5 years | - | -67.9% | +125.7% |
VIX Beta Highs & Lows
PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
---|---|---|---|---|---|
1 m | 1-month | -9.50 | |||
3 m | 3-month | -7.67 | -9.50 | ||
6 m | 6-month | -7.13 | -9.50 | ||
1 y | 1-year | -4.87 | -9.50 | ||
3 y | 3-year | -2.87 | -9.50 | ||
5 y | 5-year | -2.87 | -10.03 | ||
alltime | all time | -0.14 | -15.58 |
Volatility Beta History
Date | Value |
---|---|
2024 | -8.97(+85.3%) |
2023 | -4.84(+40.3%) |
2022 | -3.45(-64.7%) |
2021 | -9.77(+197.0%) |
2020 | -3.29(-60.0%) |
2019 | -8.23(+0.2%) |
2018 | -8.21(-32.6%) |
2017 | -12.19(+58.5%) |
2016 | -7.69(-4.4%) |
2015 | -8.04(-11.0%) |
2014 | -9.03(+8.3%) |
2013 | -8.34(+43.5%) |
2012 | -5.81(+11.7%) |
2011 | -5.20(-7.1%) |
2010 | -5.60(+118.8%) |
2009 | -2.56(-0.4%) |
Date | Value |
---|---|
2008 | -2.57(-66.3%) |
2007 | -7.63(-5.1%) |
2006 | -8.04(+18.1%) |
2005 | -6.81(+24.3%) |
2004 | -5.48(+134.2%) |
2003 | -2.34(-15.5%) |
2002 | -2.77(-14.5%) |
2001 | -3.24(+23.7%) |
2000 | -2.62(-30.9%) |
1999 | -3.79(+1.6%) |
1998 | -3.73(+28.2%) |
1997 | -2.91(-40.7%) |
1996 | -4.91(+24.3%) |
1995 | -3.95(-40.5%) |
1994 | -6.64(+42.2%) |
1993 | -4.67 |
FAQ
- What is the all time high beta for Volatility?
What is the all time high beta for Volatility?
Volatility all-time high beta is -0.14