gordongkk

VIX/VXV

gordongkk Updated   
SPX drawdown from the January high is 17.5%, but VIX/VXV is below 1.

2010 : -17% VIX/VXV -> 1.24
2011 : -21% VIX/VXV -> 1.26
2015 : -12% VIX/VXV -> 1.31

Feb. 2018 -12% VIX/VXV -> 1.33
Dec. 2018 -20% VIX/VXV -> 1.25
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