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CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility)

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As of Jun 26, 2025
29.50
4.91%
1 Yr Return
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Index Name
Spot
1 Yr Return
CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility)
Launch Date: Oct 13, 2023
Spot29.50
1 Yr Return4.91%

The index Launch Date is Oct 13, 2023. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

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As of Jun 26, 2025
Index Level
1 Day
MTD
QTD
YTD
CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility)
Spot
Index Level 29.50
1 Day -3.15%
MTD-10.11%
QTD-23.66%
YTD4.57%
As of May 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility)
Spot
1 MTH-25.36%
3 MTH21.70%
YTD16.33%
1 Year44.88%
3 Year
Annualized-13.03%
5 Year
Annualized-10.31%
10 Year
Annualized0.51%
As of May 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility)
Spot
Annualized Risk
3 Year80.09%
5 Year95.51%
10 Year105.62%
Annualized Risk-Adj Returns
3 Year-0.16%
5 Year-0.11%
10 Year0.00%
Risk is defined as standard deviation calculated using monthly values.
As of Jun 26, 2025

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