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

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26.97 -0.51  -1.85% NYSE Arca Sep 3, 13:15 Delayed 2m USD
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VXX Price Chart

VXX Key Stats

Expense Ratio (7-19-13) 0.89%
Assets Under Management (9-1-15) 1.505B
30-Day Average Volume (9-2-15) 81.68M
Net Asset Value (9-1-15) 30.40
Discount or Premium to NAV (9-1-15) 1.17%
Turnover Ratio --

VXX Asset Allocation

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

VXX Top 0 Holdings

Symbol Name % Weight Price % Chg
Holdings Data Unavailable

VXX Basic Info

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

VXX Manager Info

Name Tenure
No Manager 5.76 yrs

VXX Risk Info

Beta -4.028
Max Drawdown (All) 99.78%
Historical Sharpe (10y) --
Historical Sortino (All) -0.8629
30-Day Rolling Volatility 104.1%
Daily Value at Risk (VaR) 1% (All) 8.72%
Monthly Value at Risk (VaR) 1% (All) 30.85%

VXX Performance

  Returns Total Returns
1M 68.35% 68.35%
3M 41.06% 41.06%
6M 1.01% 1.01%
1Y -4.63% -4.63%
3Y -85.36% -85.36%
5Y -97.90% -97.90%
As of Sept. 1, 2015

VXX Net Flows

1M -294.34M
3M -413.96M
6M 121.32M
YTD 356.84M
1Y 86.68M
3Y 1.101B
5Y 4.241B
As of Aug. 31, 2015

VXX Attributes

Key Dates
Inception Date 1/29/2009
Last Annual Report Date 12/31/2009
Last Prospectus Date 7/19/2013
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

VXX Excel Add-In Codes

  • Name: =YCI("VXX","name")
  • Broad Asset Class: =YCI("VXX", "broad_asset_class")
  • Broad Category: =YCI("VXX", "broad_category_group")
  • Prospectus Objective: =YCI("VXX", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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