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

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12.66 -0.13  -1.02% NYSE Arca Jun 22, 20:00 Delayed 2m USD
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VXX Price Chart

VXX Key Stats

VXX Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -9.44% -- --
3M -23.23% -- --
6M -47.84% -- --
1Y -79.00% -- --
3Y -52.52% -- --
5Y -58.41% -- --
As of June 22, 2017
Returns for periods of 1 year and above are annualized.

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
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VXX Ratings

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VXX Basic Info

Style
Broad Asset Class Alternative
Broad Category Alternative
Category Name Volatility
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 8.26 yrs

VXX Net Fund Flows

1M 232.94M
3M 204.71M
6M 462.40M
YTD 469.30M
1Y 1.115B
3Y 2.135B
5Y 4.300B
10Y --
As of May 31, 2017

VXX Risk Info

Beta (5Y) -4.406
Max Drawdown (All) 99.96%
Historical Sharpe (10Y) --
Historical Sortino (All) -2.012
30-Day Rolling Volatility 64.50%
Daily Value at Risk (VaR) 1% (All) 9.44%
Monthly Value at Risk (VaR) 1% (All) 30.88%

VXX Comparables

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VXX Attributes

Key Dates
Inception Date 1/29/2009
Last Annual Report Date 12/31/2009
Last Prospectus Date 7/28/2016
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

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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