iPath S&P 500 VIX Short-Term Futures ETN (VXX)

During the Trading Day
19.94 -0.22 / -1.09%
Data as of 4:00pm ET
Day’s Change
During After-Hours   Switch to standard view »
19.78 -0.16 / -0.80%
 
Volume: 1.7M

Investment Objective

The investment seeks to replicate, net of expenses, the S&P 500 VIX Short-Term Futures Total Return Index. The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

Performance

1 month+8.69% 3 years-65.63%
3 months-8.91% 5 years--
1 year-75.91% Since inception-63.38%
Data through 06/06/2013

Quote Details

Previous close$20.16
Open day’s range19.92 – 21.28
Net asset value (NAV)20.30 (06/05/2013)
Daily volume78,716,288
Average volume (3 months)50,622,713
Data as of 4:00pm ET, 06/06/2013

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return----
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio----
Net assets$1.5B$168.8M
Average market cap--$30.0B
Average P/E--13.3
Dividend / Share----

Competitors

VXZ iPath S&P 500 VIX Mid-Term Futures ETN

Holdings

Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
Holdings not available.

To view my watchlist

Not a member yet?

Sign up now for a free account
Market indexes are shown in real time, except for the DJIA, which is delayed by two minutes. All times are ET. Disclaimer LIBOR Warning: Neither BBA Enterprises Limited, nor the BBA LIBOR Contributor Banks, nor Reuters, can be held liable for any irregularity or inaccuracy of BBA LIBOR. Disclaimer. Morningstar: © 2013 Morningstar, Inc. All Rights Reserved. Disclaimer The Dow Jones IndexesSM are proprietary to and distributed by Dow Jones & Company, Inc. and have been licensed for use. All content of the Dow Jones IndexesSM © 2013 is proprietary to Dow Jones & Company, Inc. Chicago Mercantile Association. The market data is the property of Chicago Mercantile Exchange Inc. and its licensors. All rights reserved. FactSet Research Systems Inc. 2013. All rights reserved. Most stock quote data provided by BATS.