Market Tracker

09/02 4:54am ET

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

12.31
Data as of Aug 29
 -0.14 / -1.12%
Today’s Change
11.94
Today|||52-Week Range
20.69
-21.69%
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+0.76% 3 years-41.78%
3 months-11.46% 5 years-32.35%
1 year-39.36% Since inception-31.28%
Data through 08/30/2014

Quote Details

Previous close$12.45
Open day’s range-- – --
Net asset value (NAV)12.33 (08/29/2014)
Daily volume811,175
Average volume (3 months)1,165,291
Data as of 08/29/2014

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-32.35%-47.65%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-1.01-1.10
Net assets$36.4M$171.7M
Average market cap--$67.5B
Average P/E--17.7
Dividend / Share----

Competitors

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