Tough Road Back for Volatility Focused Funds

Charts of the Week — June 6, 2018

Markets

Recent growth in leveraged long volatility ETF assets has been offset by steady net outflows from short volatility funds throughout May.

Even the stars of the volatility space have had a hard time coming back from the early February volatility spike that wiped some popular short volatility ETFs off the map. The chart below shows total assets in volatility focused ETFs have been roughly flat near $3 billion. Recent growth in leveraged long volatility ETF assets has been offset by steady net outflows from short volatility funds throughout May.