VXTH is an index which runs a tail risk strategy: http://www.cboe.com/products/vix-index-volatility/vix-related-strategy-benchmarks/cboe-vix-tail-hedge-index-vx

VXTH is an index which runs a tail risk strategy: http://www.cboe.com/products/vix-index-volatility/vix-related-strategy-benchmarks/cboe-vix-tail-hedge-index-vxth http://www.cboe.com/products/vix-index-volatility/vix-relate... It holds the S&P500 and buys monthly call options on VIX.