Market Tracker

12/18 6:05pm ET

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

During the Trading Day
30.17 -0.92 / -2.96%
Data as of 3:59pm ET
Day’s Change
During After-Hours   Switch to standard view »
30.18 +0.01 / +0.03%
 
Volume: 908.3K

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+9.04% 3 years-63.16%
3 months+13.26% 5 years-57.67%
1 year-34.88% Since inception-59.57%
Data through 12/18/2014

Quote Details

Previous close$31.09
Open day’s range29.52 – 31.06
Net asset value (NAV)31.16 (12/17/2014)
Daily volume45,672,186
Average volume (3 months)52,119,366
Data as of 3:59pm ET, 12/18/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-57.67%-45.75%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.11-1.06
Net assets$1.1B$213.6M
Average market cap--$71.2B
Average P/E--17.3
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.