iPath® S&P 500 VIX Mid-Term Futures™ ETN (VXZ)

12.48
Data as of Nov 26
 -0.10 / -0.79%
Today’s Change
11.94
Today|||52-Week Range
17.36
-20.61%
Year-to-Date

Investment Objective

The iPath  S&P 500 VIX Mid-Term Futures™ ETN is designed to provide investors with exposure to the S&P 500 VIX Mid-Term Futures™ Index Total Return. The S&P 500 VIX Mid-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 fourth, fifth, sixth and seventh 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-6.22% 3 years-44.53%
3 months+1.65% 5 years-31.17%
1 year-27.25% Since inception-30.09%
Data through 11/27/2014

Quote Details

Previous close$12.58
Open day’s range12.41 – 12.55
Net asset value (NAV)12.44 (11/26/2014)
Daily volume214,359
Average volume (3 months)1,185,268
Data as of 3:59pm ET, 11/26/2014

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-31.17%-45.75%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-0.98-1.05
Net assets$78.4M$208.8M
Average market cap--$69.4B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath® S&P 500 VIX Short-Term Futures...
VIIX VelocityShares VIX Short-Term ETN

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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