Market Tracker

07/23 5:15pm ET

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

12.24
Data as of 3:59pm ET
 +0.11 / +0.91%
Today’s Change
11.94
Today|||52-Week Range
20.69
-22.14%
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-7.57% 3 years-36.78%
3 months-18.50% 5 years-32.10%
1 year-40.19% Since inception-32.00%
Data through 07/23/2014

Quote Details

Previous close$12.13
Open day’s range12.05 – 12.25
Net asset value (NAV)12.10 (07/22/2014)
Daily volume557,477
Average volume (3 months)911,596
Data as of 3:59pm ET, 07/23/2014

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-32.10%-47.65%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.02-1.15
Net assets$36.9M$147.6M
Average market cap--$75.9B
Average P/E--18.1
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.