Market Tracker

07/29 6:05pm ET

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

During the Trading Day
28.62 -0.03 / -0.10%
Data as of 3:59pm ET
Day’s Change
During After-Hours   Switch to standard view »
28.64 +0.02 / +0.07%
 
Volume: 787.0K

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-0.81% 3 years-57.79%
3 months-29.51% 5 years-62.71%
1 year-53.70% Since inception-62.64%
Data through 07/29/2014

Quote Details

Previous close$28.65
Open day’s range28.13 – 28.87
Net asset value (NAV)28.69 (07/28/2014)
Daily volume29,133,881
Average volume (3 months)26,811,828
Data as of 3:59pm ET, 07/29/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-62.71%-47.65%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.28-1.15
Net assets$1.0B$147.6M
Average market cap--$75.9B
Average P/E--18.1
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VIIX VelocityShares Long 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.