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

36.87
Data as of Jan 30
 +3.37 / +10.06%
Today’s Change
25.64
Today|||52-Week Range
55.22
+17.01%
Year-to-Date

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+24.64% 3 years-56.10%
3 months+16.16% 5 years-55.37%
1 year-23.91% Since inception-57.80%
Data through 01/31/2015

Quote Details

Previous close$33.50
Open day’s range33.87 – 37.07
Net asset value (NAV)36.11 (01/30/2015)
Daily volume70,807,700
Average volume (3 months)43,251,348
Data as of 4:00pm ET, 01/30/2015

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-55.37%-43.47%
Expense Gross exp ratio0.89%1.10%
Risk 5 year sharpe ratio-1.01-0.96
Net assets$984.9M$194.0M
Average market cap--$71.4B
Average P/E--17.5
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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