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

Monday’s Trading Day
26.70 -0.92 / -3.33%
As of Mar 02
Day’s Change
Tuesday’s Pre-Market   Switch to standard view »
26.84 +0.14 / +0.52%
 
Volume: 26.1K

Investment Objective

The iPath  S&P 500 VIX Short-Term Futures™ ETN is designed to provide investors with exposure to the S&P 500 VIX Short-Term Futures™ Index Total Return. The S&P 500 VIX Short-Term Futures™ Index Total Return (the "Index") is designed to provide access to equity market volatility through CBOE Volatility Index  futures. 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  at various points along the volatility forward curve.

Performance

1 month-23.16% 3 years-59.08%
3 months-0.29% 5 years-56.05%
1 year-38.73% Since inception-59.38%
Data through 03/03/2015

Quote Details

Previous close$27.62
Open day’s range-- – --
Net asset value (NAV)26.58 (03/02/2015)
Daily volume36,624,680
Average volume (3 months)47,816,715
Data as of 03/02/2015

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-56.05%-43.47%
Expense Gross exp ratio0.89%1.10%
Risk 5 year sharpe ratio-0.94-0.89
Net assets$875.4M$185.7M
Average market cap--$71.2B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VIIX VelocityShares VIX Short-Term ETN
VIXM ProShares VIX Mid-Term Futures ETF

Holdings

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

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