Market Tracker

11/21 6:05pm ET

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

12.50
Data as of Nov 21
 -0.04 / -0.32%
Today’s Change
11.94
Today|||52-Week Range
17.77
-20.48%
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-13.06% 3 years-42.87%
3 months-0.16% 5 years-31.43%
1 year-31.83% Since inception-30.29%
Data through 11/15/2014

Quote Details

Previous close$12.54
Open day’s range12.28 – 12.53
Net asset value (NAV)12.38 (11/14/2014)
Daily volume652,005
Average volume (3 months)1,198,581
Data as of 3:59pm ET, 11/21/2014

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return-31.43%-45.75%
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio-0.98-1.05
Net assets$78.4M$208.8M
Average market cap--$69.4B
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.