Morningstar

Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - C-EUR | LVO

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Performance History30/06/2022
Growth of 1,000 (GBP) Advanced Graph
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - C-EUR | LVO
Fund36.7-39.545.1-41.318.9
+/-Cat-----
+/-B’mrk-----
 
Category: Options Trading
Category Benchmark: -
Key Stats
Closing Price
01/07/2022		 EUR 3.48
Day Change 0.84%
Morningstar Category™ Options Trading
Volume 24859
Exchange EURONEXT AMSTERDAM
ISIN LU0832435464
Fund Size (Mil)
30/06/2022		 EUR 103.33
Share Class Size (Mil)
30/06/2022		 EUR 103.33
Ongoing Charge
01/06/2022		  0.60%
Investment Objective: Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - C-EUR | LVO
The Sub-Fund is an index-tracking UCITS passively managed. The Reference Currency of the Sub-Fund is the US Dollars (USD). The investment objective of sub-fund is to track both the upward and the downward evolution of the “S&P 500 VIX Futures Enhanced Roll Index” (the “Index”) denominated in US Dollars - while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the tracking error under normal market conditions is expected to be up to 0.50%.
Returns
Trailing Returns (GBP)01/07/2022
YTD19.89
3 Years Annualised-2.84
5 Years Annualised-10.60
10 Years Annualised-
12 Month Yield 0.00
Management
Manager Name
Start Date
Jean-Marc Guiot
25/09/2012
Raphaël Dieterlen
25/09/2012
Inception Date
25/09/2012
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Category Benchmark
Fund BenchmarkMorningstar Benchmark
S&P 500 VIX Futures Enhanced Roll NR USD-
Target Market
Role In Portfolio
Standalone / CoreNot Specific
ComponentNot Specific
OtherNot Specific
Primary Objective
PreservationNo
GrowthYes
IncomeNot Specific
HedgingYes
OtherNot Specific
Portfolio Profile for  Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - C-EUR | LVO31/05/2022
Morningstar Style Box®
Equity Style
Morningstar Style Box®
Fixed Income Style
Asset Allocation
  % Long% Short% Net Assets
Stock0.000.000.00
Bond0.000.000.00
Property0.000.000.00
Cash0.000.000.00
Other100.000.00100.00
Fixed Income
Effective Maturity-
Effective Duration-
Top 5 Regions%
No Data Available
Top 5 Sectors%
No Data Available
Top 5 HoldingsSector%
TRS S&P 500 VIX Futures Enhanced... 100.00
Increase Decrease New since last portfolio
Lyxor S&P 500 VIX Futures Enhanced Roll UCITS ETF - C-EUR | LVO

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