Market Tracker

09/23 5:16pm ET

Barclays Bank iPath S&P 500 VIX Short Term Futures (VXX)

33.80
Delayed Data
As of Sep 23
 +0.24 / +0.72%
Today’s Change
33.32
Today|||52-Week Range
123.40
-57.96%
Year-to-Date

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-5.98% 3 years-46.78%
3 months-35.22% 5 years-59.78%
1 year-64.38% Since inception-57.93%
Data through 09/24/2016

Quote Details

Previous close$33.56
Open day’s range33.36 – 33.99
Net asset value (NAV)34.02 (09/23/2016)
Daily volume31,965,748
Average volume (3 months)25,945,942
Data as of 7:59pm ET, 09/23/2016

Peer Comparisonvs. Volatility ETFs

 VXXCategory
Performance 5-yr return-59.78%-43.47%
Expense Gross exp ratio0.89%1.15%
Risk 5 year sharpe ratio-1.01--
Net assets$1.9B$203.2M
Average market cap--$37.7B
Average P/E--17.5
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.