VelocityShares Short LIBOR Index
The VelocityShares Short LIBOR Index is designed to provide an inverse exposure to a weighted average of the first eight1 quarterly reference Eurodollar Futures implied yields, where each implied yield is tied to the London Interbank Offered Rate (LIBOR). The Index is replicable; an investor holding the reference futures associated with the Index at the same weights adjusted daily should realize returns similar to those of the VelocityShares Short LIBOR Index.
1The first quarterly contract rolls off two days prior to expiry, so for a brief period of time the ninth listed quarterly contract is included.
|Performance (As of 04/07/2020)||Level||Returns|
|1 Day||MTD||YTD||Since Inception
Janus Velocity Short LIBOR Index
Returns greater than one year are annualized.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment.