VIX/VXV
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
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
Note
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