Market Tracker

03/06 6:02pm ET

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

During the Trading Day
12.45 +0.22 / +1.80%
As of 3:59pm ET
Day’s Change
During After-Hours   Switch to standard view »
12.45 0.00 / 0.00%
 
Volume: 2.0K

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-10.94% 3 years-39.37%
3 months+0.71% 5 years-29.13%
1 year-20.70% Since inception-29.09%
Data through 03/05/2015

Quote Details

Previous close$12.23
Open day’s range12.22 – 12.53
Net asset value (NAV)12.32 (03/04/2015)
Daily volume433,337
Average volume (3 months)688,581
Data as of 3:59pm ET, 03/06/2015

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-29.13%-43.47%
Expense Gross exp ratio0.89%1.10%
Risk 5 year sharpe ratio-0.88-0.91
Net assets$46.2M$200.5M
Average market cap--$71.2B
Average P/E--17.6
Dividend / Share----

Competitors

VIXY ProShares VIX Short-Term Futures ETF
VXX iPath® S&P 500 VIX Short-Term Futuresâ„...
VIIX VelocityShares 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.