Market Tracker

04/17 6:05pm ET

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

14.86
Data as of Apr 17
 +0.07 / +0.47%
Today’s Change
14.63
Today|||52-Week Range
23.82
-5.47%
Year-to-Date

Investment Objective

The iPath ® S&P 500 VIX Mid-Term Futures™ ETN is designed to provide investors with exposure to the S&P 500 VIX Mid-Term Futures™ Index Total Return. The S&P 500 VIX Mid-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 fourth, fifth, sixth and seventh 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-3.98% 3 years-35.56%
3 months-5.34% 5 years-32.27%
1 year-29.01% Since inception-30.61%
Data through 04/18/2014

Quote Details

Previous close$14.79
Open day’s range14.80 – 14.99
Net asset value (NAV)14.88 (04/17/2014)
Daily volume1,499,915
Average volume (3 months)1,117,072
Data as of 3:59pm ET, 04/17/2014

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-32.27%-48.69%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.06-1.19
Net assets$80.5M$165.4M
Average market cap--$82.9B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath S&P 500 VIX Short-Term Futures ETN
VIIX VelocityShares Long VIX Short Term ETN

Holdings

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