Market Tracker

10/22 5:16pm ET

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

During the Trading Day
35.52 +2.53 / +7.67%
Data as of 3:59pm ET
Day’s Change
During After-Hours   Switch to standard view »
34.80 -0.72 / -2.03%
 
Volume: 1.4M

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+19.15% 3 years-63.95%
3 months+13.38% 5 years-58.86%
1 year-36.97% Since inception-60.25%
Data through 10/22/2014

Quote Details

Previous close$32.99
Open day’s range32.29 – 35.72
Net asset value (NAV)32.56 (10/21/2014)
Daily volume92,808,099
Average volume (3 months)49,071,448
Data as of 3:59pm ET, 10/22/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-58.86%-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.