Performance analysis of J P Morgan Chase & Co Inverse VIX ShortTerm Futures ETNs due March 22 2045 (VYLD)
Annual Return
Since Mar 20, 2025, VYLD has had an average annual return of +13.32%, underperforming the benchmark SPY, which returned +24.16% annual.
| 2026 | 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.89% | +12.64% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.33% | -0.84% | -4.72% | +5.66% | +3.34% | +1.93% | +0.08% | +4.89% | |||||
| 2025 | -1.17% | -5.93% | +4.22% | +2.63% | +2.61% | +3.27% | +2.02% | -0.34% | +1.35% | +3.73% | +12.64% |
Drawdown analysis of J P Morgan Chase & Co Inverse VIX ShortTerm Futures ETNs due March 22 2045 (VYLD)
The maximum drawdown for the VYLD was -15.48%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.
The current VYLD drawdown is -1.01%.
Since Mar 20, 2025 VYLD has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.48% | Mar 25, 2025 | 10 | Apr 8, 2025 | 71 | Jul 22, 2025 | 81 |
| -8.94% | Jan 12, 2026 | 52 | Mar 27, 2026 | 38 | May 21, 2026 | 90 |
| -3.84% | Oct 6, 2025 | 8 | Oct 16, 2025 | 6 | Oct 24, 2025 | 14 |
| -3.60% | Oct 27, 2025 | 18 | Nov 20, 2025 | 4 | Nov 26, 2025 | 22 |
| -2.34% | Jun 4, 2026 | 4 | Jun 10, 2026 | 3 | Jun 15, 2026 | 7 |
| -2.03% | Jul 28, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
| -1.32% | Jul 15, 2026 | 2 | Jul 17, 2026 | Ongoing | Ongoing | Ongoing |
| -1.09% | Jun 15, 2026 | 5 | Jun 23, 2026 | 4 | Jun 29, 2026 | 9 |
| -0.99% | Aug 28, 2025 | 2 | Sep 2, 2025 | 2 | Sep 4, 2025 | 4 |
| -0.64% | Sep 19, 2025 | 2 | Sep 23, 2025 | 3 | Sep 26, 2025 | 5 |
| -0.53% | Jul 10, 2026 | 1 | Jul 13, 2026 | 2 | Jul 15, 2026 | 3 |
| -0.53% | Aug 18, 2025 | 3 | Aug 21, 2025 | 1 | Aug 22, 2025 | 4 |
| -0.50% | May 29, 2026 | 1 | Jun 1, 2026 | 3 | Jun 4, 2026 | 4 |
| -0.48% | Sep 12, 2025 | 2 | Sep 16, 2025 | 1 | Sep 17, 2025 | 3 |
| -0.47% | Oct 1, 2025 | 2 | Oct 3, 2025 | 1 | Oct 6, 2025 | 3 |
| -0.47% | Jul 6, 2026 | 2 | Jul 8, 2026 | 2 | Jul 10, 2026 | 4 |
| -0.39% | Dec 5, 2025 | 1 | Dec 8, 2025 | 2 | Dec 10, 2025 | 3 |
| -0.35% | Jan 6, 2026 | 1 | Jan 7, 2026 | 2 | Jan 9, 2026 | 3 |
| -0.34% | Dec 16, 2025 | 1 | Dec 17, 2025 | 1 | Dec 18, 2025 | 2 |
| -0.25% | Jun 30, 2026 | 1 | Jul 1, 2026 | 2 | Jul 6, 2026 | 3 |
| -0.16% | Sep 26, 2025 | 1 | Sep 29, 2025 | 2 | Oct 1, 2025 | 3 |
| -0.14% | Aug 26, 2025 | 1 | Aug 27, 2025 | 1 | Aug 28, 2025 | 2 |
| -0.12% | Aug 8, 2025 | 1 | Aug 11, 2025 | 1 | Aug 12, 2025 | 2 |
| -0.12% | Dec 30, 2025 | 1 | Dec 31, 2025 | 1 | Jan 2, 2026 | 2 |
| -0.11% | May 21, 2026 | 1 | May 22, 2026 | 1 | May 26, 2026 | 2 |