Market Tracker

05/24 2:02pm ET

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

20.92
Real-Time Quote
 -0.01 / -0.05%
Today’s Change
19.54
Today|||52-Week Range
53.72
-25.15%
Year-to-Date

Investment Objective

The investment seeks to replicate, net of expenses, the S&P 500 VIX Mid-Term Futures Total Return Index. 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 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the fourth month VIX futures contract into the seventh month VIX futures contract.

Performance

1 month+2.89% 3 years-39.71%
3 months-4.82% 5 years--
1 year-58.61% Since inception-30.44%
Data through 05/24/2013

Quote Details

Previous close$20.93
Open day’s range20.83 – 21.16
Net asset value (NAV)20.91 (05/23/2013)
Daily volume129,955
Average volume (3 months)514,989
Data as of 1:59pm ET, 05/24/2013

Peer Comparisonvs. Volatility ETFs

 VXZCategory
Performance 5-yr return----
Expense Gross exp ratio0.89%1.11%
Risk 5 year sharpe ratio----
Net assets$53.5M$170.9M
Average market cap--$30.0B
Average P/E--13.3
Dividend / Share----

Competitors

VXX iPath S&P 500 VIX Short-Term Futures ETN

Holdings

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