Market Tracker

11/27 10:45am ET

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

26.70
Data as of Nov 26
 -0.42 / -1.55%
Today’s Change
26.59
Today|||52-Week Range
55.22
-37.25%
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-18.35% 3 years-67.79%
3 months-3.95% 5 years-59.43%
1 year-40.61% Since inception-61.00%
Data through 11/27/2014

Quote Details

Previous close$27.12
Open day’s range26.59 – 27.19
Net asset value (NAV)26.60 (11/26/2014)
Daily volume16,580,486
Average volume (3 months)46,344,357
Data as of 3:59pm ET, 11/26/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-59.43%-45.75%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.13-1.05
Net assets$928.7M$208.8M
Average market cap--$69.4B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VIIX VelocityShares VIX Short-Term ETN
SVXY ProShares Short VIX Short-Term Futures E...

Holdings

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