Top 10 ETF gainers and losers for October 13, 2014

Top 10 ETF gainers with assets of more than $25 million as of Oct 13, 2014. (Non- Leveraged)

The data was compiled using CapitalCube's ETF Screener

Symbol Company 1 Day Price Return (%) Net Assets ($ Millions) 1 Week Volatility (%) Monthly Fund Flows ($ Millions) Average Daily Volume (Thousands) Net Expense Ratio (%) VXX iPATH S&P 500 VIX ShortTerm Futures ETN 10.35 1362.60 7.29 327.30 34586.17 0.89 VIXY ProShares VIX ShortTerm Futures ETF 10.21 137.94 7.31 28.18 1060.87 0.85 EWZ iShares MSCI Brazil Capped ETF 5.61 5099.37 3.21 -350.42 19670.86 0.61 VIXM ProShares VIX MidTerm Futures ETF 5.56 45.61 3.80 2.73 76.40 0.85 VXZ iPATH S&P 500 VIX MidTerm Futures ETN 5.41 70.26 3.81 10.65 1064.40 0.89 EWZS iShares MSCI Brazil SmallCap ETF 4.01 33.82 2.16 -7.13 40.50 0.61 PICK iShares MSCI Global Metals & Mining Producers ETF 3.80 170.22 3.13 -13.48 39.73 0.39 ILF iShares Latin America 40 ETF 3.70 1155.59 2.32 -163.37 666.28 0.49 GLDX Global X Gold Explorers ETF 3.63 36.53 4.76 -12.32 43.35 0.65 GML SPDR S&P Emerging Latin America ETF 3.20 49.21 1.87 -7.11 4.64 0.59

 

The S&P 500 VIX ShortTerm Futures Index TR is designed to provide access to equity market volatility through CBOE Volatility Index (the VIX Index) futures. Specifically the S&P 500 VIX ShortTerm Futures Index TR offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract. A direct investment in VIX (commonly referred to as spot VIX) is not possible. The S&P 500 VIX ShortTerm Futures Index TR holds VIX futures contracts which could involve roll costs and exhibit different risk and return characteristics. Investments offering volatility exposure can have various uses within a portfolio including hedging directional or arbitrage strategies and are typically short or medium term in nature.

The CBOE Volatility Index (VIX) is a widely followed measure of the expected volatility of the S&P 500. Since the VIX is not directly investable S&P 500 volatility exposure is often achieved through VIX futures. Each of the VIX futures indexes measures the movements of a combination of VIX futures and is designed to track changes in the expectation for VIX over a specific time window in the future. As a result the S&P 500 VIX ShortTerm Futures Index and VIXY can be expected to perform differently than the VIX.

The iShares MSCI Brazil Index Fund seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in the Brazilian market as measured by the MSCI Brazil Index.

 

 

Top 10 ETF losers with assets of more than $25 million as of Oct 13, 2014. (Non Leveraged)

 

Symbol Company 1 Day Price Return (%) Net Expense Ratio (%) Net Assets ($ Millions) 1 Week Volatility (%) Monthly Fund Flows ($ Millions) Average Daily Volume (Thousands) OSMS Barclays OFI SteelPath MLP ETN -12.66 0.85 68.26 5.06 -1.39 0.60 FCG First Trust ISERevere Natural Gas Index Fund -6.51 0.60 407.43 2.52 -106.51 501.08 XOP SPDR S&P Oil & Gas Exploration & Production ETF -5.86 0.35 1383.65 2.46 126.37 5480.96 PXI PowerShares DWA Energy Momentum Portfolio -5.59 0.65 245.95 2.32 -33.14 37.73 MLPC CTracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index -5.37 0.95 59.82 1.66 -2.42 12.40 PSCE PowerShares S&P SmallCap Energy Portfolio -5.03 0.29 34.51 1.66 -7.69 13.15 AMJ JPMorgan Alerian MLP Index ETN -4.99 0.85 6715.89 1.56 -113.84 797.63 MLPI ETRACS Alerian MLP Infrastructure Index ETN -4.98 0.85 2341.32 1.53 32.17 212.93 IMLP iPath S&P MLP ETN -4.93 0.80 795.23 1.59 94.46 182.94 ATMP Barclays ETN Select MLP ETNs -4.90 0.95 402.70 1.73 6.37 37.22

 

Barclays OFI SteelPath MLP ETN is an exchange-traded note incorporated in the USA. The Note will provide investors with a cash payment at the scheduled maturity or early redemption based on the performance of the underlying index, the Barclays OFI SteelPath Midstream MLP Index. The ETNs will be linked to the Volume-Weighted Average Price (�VWAP�) of the Barclays OFI SteelPath Midstream MLP Index (the �Index�).

The First Trust ISERevere Natural Gas Index Fund is an exchangetraded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees and expenses of an equity index called the ISERevere Natural Gas Index

The SPDR S&P Oil & Gas Exploration & Production ETF seeks to replicate as closely as possible before expenses the total return performance of the S&P Oil & Gas Exploration & Production Select Industry Index SPSIOPTR.

Top 10 ETF gainers with assets of more than $25 million as of Oct 13, 2014. (Leveraged) Symbol Company 1 Day Price Return (%) 1 Week Volatility (%) Net Assets ($ Millions) Net Expense Ratio (%) Monthly Fund Flows ($ Millions) Average Daily Volume (Thousands) UVXY ProShares Ultra VIX ShortTerm Futures ETF 20.43 14.45 283.47 0.95 -59.27 7732.31 TVIX VelocityShares Daily 2x VIX Short Term ETN 19.66 13.85 188.01 1.65 -0.00 13741.73 ERY Direxion Daily Energy Bear 3X Shares 9.31 5.02 47.12 0.95 5.86 596.20 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares 6.61 14.83 239.65 0.95 -39.76 3163.05 SOXS Direxion Daily Semiconductors Bear 3x Shares 6.35 8.69 27.21 0.95 7.81 154.18 DUG ProShares UltraShort Oil & Gas 6.22 3.21 48.79 0.95 9.77 94.88 NUGT Direxion Daily Gold Miners Bull 3x Shares 5.00 12.03 697.82 0.95 -99.81 4265.14 SPXU ProShares UltraPro Short S&P 500 4.91 4.10 515.21 0.93 16.93 3346.18 SPXS Direxion Daily S&P 500 Bear 3X Shares 4.81 4.08 250.04 0.95 7.87 2023.32 SQQQ ProShares UltraPro Short QQQ 4.57 4.58 328.93 0.95 -9.37 4002.30

 

ProShares Ultra VIX ShortTerm Futures ETF seeks on a daily basis to provide investment results (before fees and expenses) that correspond to twice (2x) the performance of the S&P 500 VIX ShortTerm Futures Index. This Ultra ProShares ETF seeks a return that is 2x the return of an index or other benchmark (target) for a single day as measured from one NAV calculation to the next.

The VelocityShares Daily 2x VIX ShortTerm ETNs (the ETNs) are senior unsecured obligations of Credit Suisse AG (Credit Suisse) acting through its Nassau branch. The return on the ETNs is linked to twice (2x) the daily performance of the S&P 500 VIX ShortTerm Futures Index ER less the investor fee. The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their market views on the shortterm futures contracts on the CBOE SPX Volatility Index (the VIX). The ETNs do not guarantee any return of principal at maturity and do not pay any interest during their term

The Energy Bear 3X ETF seeks daily investment results before fees and expenses of 300 of the inverse (or opposite) of the price performance of the Energy Index. There is no guarantee the fund will meet its stated investment objective.

 

Top 10 ETF losers with assets of more than $25 million as of Oct 13, 2014. (Leveraged) Symbol Company 1 Day Price Return (%) Net Assets ($ Millions) 1 Week Volatility (%) Net Expense Ratio (%) Average Daily Volume (Thousands) Monthly Fund Flows ($ Millions) MLPL ETRACS 2xMonthly Leveraged Long Alerian MLP Infrastructure Index ETN -10.67 312.26 3.22 0.85 51.30 -7.24 XIV VelocityShares Daily Inverse VIX Short Term ETN -10.51 685.62 7.10 1.35 10555.06 151.04 SVXY ProShares Short VIX ShortTerm Futures ETF -9.78 276.87 7.09 0.95 926.75 -2.15 ERX Direxion Daily Energy Bull 3X Shares -9.41 186.89 5.00 0.95 331.42 -10.53 JDST Direxion Daily Junior Gold Miners Index Bear 3x Shares -8.02 48.36 15.75 0.95 2158.05 -21.44 CURE Direxion Daily Healthcare Bull 3x Shares -7.06 129.18 5.22 0.95 53.62 11.21 SOXL Direxion Daily Semiconductors Bull 3x Shares -6.47 113.51 8.67 0.95 114.77 -16.14 DIG ProShares Ultra Oil & Gas -6.26 136.47 3.23 0.95 62.54 -31.04 DUST Direxion Daily Gold Miners Bear 3x Shares -5.84 184.39 12.46 0.95 3567.30 -25.06 ZIV VelocityShares Daily Inverse VIX Medium Term ETN -5.42 134.86 3.70 1.35 88.88 -0.00

 

 

The ETRACS 2xMonthly Leveraged Long Alerian MLP Infrastructure Index is designed to track a leveraged investment in the Alerian MLP Infrastructure Index (the Index) and pay a variable quarterly coupon linked to the leveraged cash distributions associated with the underlying MLP constituents less financing costs and investor fees. The Index comprised of 25 energy infrastructure Master Limited Partnerships is a liquid midstreamfocused subset of the Alerian MLP Index AMZ. The Index whose constituents generally earn the majority of their cash flow from the transportation and storage of energy commodities provides investors with a benchmark for the infrastructure component of this emerging asset class. The Index is calculated using a capped floatadjusted capitalizationweighted methodology that results in greater diversification versus a pure market capitalizationweighted index.

The VelocityShares Daily Inverse VIX ShortTerm ETNs (the ETNs) are senior unsecured obligations of Credit Suisse AG (Credit Suisse) acting through its Nassau branch. The return on the ETNs is linked to the inverse of the daily performance of the S&P 500 VIX ShortTerm Futures Index ER less the investor fee.The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their market views on the shortterm futures contracts on the CBOE SPX Volatility Index (the VIX).

ProShares Short VIX ShortTerm Futures ETF seeks on a daily basis to provide investment results (before fees and expenses) that correspond to the inverse (1x) of the performance of the S&P 500 VIX ShortTerm Futures Index. This Short ProShares ETF seeks a return that is 1x the return of an index or other benchmark (target) for a single day as measured from one NAV calculation to the next.

 

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