Market Tracker

10/23 1:10pm ET

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

33.19
Real-Time Quote
 -2.33 / -6.56%
Today’s Change
26.81
Today|||52-Week Range
55.22
-22.00%
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+21.12% 3 years-63.15%
3 months+24.54% 5 years-58.01%
1 year-32.73% Since inception-59.77%
Data through 10/23/2014

Quote Details

Previous close$35.52
Open day’s range32.98 – 33.88
Net asset value (NAV)34.77 (10/22/2014)
Daily volume31,851,893
Average volume (3 months)50,222,320
Data as of 1:10pm ET, 10/23/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-58.01%-45.75%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.14-1.06
Net assets$1.4B$189.9M
Average market cap--$68.3B
Average P/E--17.7
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.