Market Tracker

08/28 8:51am ET

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

Wednesday’s Trading Day
27.83 +0.20 / +0.72%
Data as of Aug 27
Day’s Change
Thursday’s Pre-Market   Switch to standard view »
28.55 +0.72 / +2.59%
 
Volume: 186.5K

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-3.84% 3 years-65.14%
3 months-17.41% 5 years-62.37%
1 year-58.16% Since inception-62.28%
Data through 08/28/2014

Quote Details

Previous close$27.63
Open day’s range-- – --
Net asset value (NAV)27.90 (08/27/2014)
Daily volume18,568,551
Average volume (3 months)33,776,726
Data as of 08/27/2014

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-62.37%-47.65%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.20-1.10
Net assets$1.2B$171.7M
Average market cap--$67.5B
Average P/E--17.7
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.