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

Add to Watchlists
Create an Alert
33.71 -1.91  -5.36% NYSE Arca Sep 27, 20:00 Delayed 2m USD
View Full Chart
VXX Price Chart

VXX Key Stats

Expense Ratio 0.89%
Share Class Assets Under Management 1.515B
30-Day Average Daily Volume Upgrade
Net Asset Value 33.89
Discount or Premium to NAV 0.64%
Turnover Ratio --

VXX Asset Allocation

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

VXX Net Fund Flows

1M 372.90M
3M 825.37M
6M 2.410B
YTD 2.093B
1Y 1.718B
3Y 2.265B
5Y 5.397B
10Y --
As of Aug. 31, 2016

VXX Net Share Class Flows

1M 372.90M
3M 825.37M
6M 2.410B
YTD 2.093B
1Y 1.718B
3Y 2.265B
5Y 5.397B
10Y --
As of Aug. 31, 2016
View More Holdings

VXX Top 0 Holdings

Symbol Name % Weight Price % Chg
Holdings Data Unavailable
Advertisement

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 7.42 yrs

VXX Risk Info

Beta -4.368
Max Drawdown (All) 99.88%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.872
30-Day Rolling Volatility 75.63%
Daily Value at Risk (VaR) 1% (All) 9.44%
Monthly Value at Risk (VaR) 1% (All) 30.99%

VXX Performance

  Returns Total Returns
1M -4.02% -4.02%
3M -47.37% -47.37%
6M -53.86% -53.86%
1Y -64.51% -64.51%
3Y -83.65% -83.65%
5Y -98.85% -98.85%
As of Sept. 27, 2016

VXX Comparables

Edit

VXX Attributes

Key Dates
Inception Date 1/29/2009
Last Annual Report Date 12/31/2009
Last Prospectus Date 7/18/2016
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.

Access our powerful Excel Add-in with a YCharts Professional Membership. Learn More.

Advertisement

You've hit the 10 page limit on YCharts.

Experience the power of YCharts.
Start your Free 7-Day Trial.

Start My Free Trial No credit card required.

Already a subscriber? Sign in.

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}
Start your free 7-Day Trial.

{{root.upsell.info.button_text}} No credit card required.

Already a subscriber? Sign in.