iPath S&P 500 VIX ST Futures ETN (VXX)

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18.77 -1.33  -6.62% NYSE Arca Jul 1, 8:00PM Delayed 2m USD
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VXX Price Chart

VXX Description

iPath S&P 500 VIX ST Futures ETN is a fund managed by Barclays Funds that tracks the S&P 500 VIX Short Term Futures TR USD index and has 1.347B USD assets under management. The fund has a net expense ratio of 0.89% and is traded on the New York Stock Exchange Arca.

VXX Key Info

Expense Ratio (7-19-13) 0.89%
Assets Under Management (6-29-15) 1.347B
30-Day Average Volume (6-30-15) 46.33M
Net Asset Value (6-29-15) 20.37
Discount or Premium to NAV (6-29-15) -0.29%
Turnover Ratio --

VXX Asset Allocation

Type % Net % Long % Short
Cash -- -- --
Stock -- -- --
Bond -- -- --
Convertible -- -- --
Preferred -- -- --
Other -- -- --
Date Unavailable
View More Holdings

VXX Top 0 Holdings

Name % Weight Price % Chg
Holdings Data Unavailable
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VXX Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Prospectus Objective Growth
Fund Owner Firm Name Barclays Funds
Benchmark Index
S&P 500 VIX Short Term Futures TR USD 100.0%

VXX Manager Info

Name Tenure
No Manager 5.76 yrs

VXX Risk Info

Beta -3.914
Max Drawdown (All) 99.76%
Historical Sharpe (10y) --
Historical Sortino (All) -0.8773
30-Day Rolling Volatility 61.58%
Daily Value at Risk (VaR) 1% (All) 8.74%
Monthly Value at Risk (VaR) 1% (All) 30.86%

VXX Performance

  Returns Total Returns
1M -1.37% -1.37%
3M -24.84% -24.84%
6M -35.75% -35.75%
1Y -34.41% -34.41%
3Y -92.29% -92.29%
5Y -99.06% -99.06%
As of June 29, 2015

VXX Net Flows

1M 119.31M
3M 535.28M
6M 491.03M
YTD 770.80M
1Y 541.97M
3Y 2.707B
5Y 5.896B
As of May 31, 2015

VXX Attributes

Key Dates
Inception Date 1/29/2009
Last Annual Report Date 12/31/2009
Last Prospectus Date 7/19/2013
Attributes
Exchange Traded Share Yes
Exchange Traded Note Yes
Enhanced Index Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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