Market Tracker

05/24 6:59pm ET

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

During the Trading Day
18.73 -0.05 / -0.27%
Data as of 4:00pm ET
Day’s Change
During After-Hours   Switch to standard view »
18.66 -0.07 / -0.37%
 
Volume: 1.1M

Investment Objective

The investment seeks to replicate, net of expenses, the S&P 500 VIX Short-Term Futures Total Return Index. 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 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

Performance

1 month-1.28% 3 years-67.49%
3 months-16.70% 5 years--
1 year-76.99% Since inception-64.36%
Data through 05/24/2013

Quote Details

Previous close$18.78
Open day’s range18.70 – 19.14
Net asset value (NAV)18.71 (05/23/2013)
Daily volume35,923,115
Average volume (3 months)53,097,895
Data as of 4:00pm ET, 05/24/2013

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return----
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio----
Net assets$1.2B$170.9M
Average market cap--$30.0B
Average P/E--13.3
Dividend / Share----

Competitors

VXZ iPath S&P 500 VIX Mid-Term Futures ETN

Holdings

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