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ITraxx/Cboe Europe Crossover 6-month Volatility Index (BP Volatility)

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As of Jun 13, 2025
197.35
5.80%
1 Yr Return
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Index Name
Spot
1 Yr Return
ITraxx/Cboe Europe Crossover 6-month Volatility Index (BP Volatility)
Launch Date: Oct 13, 2023
Spot197.35
1 Yr Return5.80%

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 13, 2025
Index Level
1 Day
MTD
QTD
YTD
ITraxx/Cboe Europe Crossover 6-month Volatility Index (BP Volatility)
Spot
Index Level 197.35
1 Day 5.61%
MTD0.48%
QTD-3.75%
YTD3.33%
As of May 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
ITraxx/Cboe Europe Crossover 6-month Volatility Index (BP Volatility)
Spot
1 MTH-24.88%
3 MTH26.99%
YTD2.84%
1 Year13.84%
3 Year
Annualized-16.18%
5 Year
Annualized-10.45%
10 Year
Annualized-0.97%
As of May 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
ITraxx/Cboe Europe Crossover 6-month Volatility Index (BP Volatility)
Spot
Annualized Risk
3 Year59.31%
5 Year58.28%
10 Year81.66%
Annualized Risk-Adj Returns
3 Year-0.27%
5 Year-0.18%
10 Year-0.01%
Risk is defined as standard deviation calculated using monthly values.
As of Jun 13, 2025

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