iPath® B S&P 500® VIX S/T Futs™ ETN (VXX)

42.40 -1.01  -2.33% BATS Apr 8, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 42.62
Discount or Premium to NAV -1.75%
Turnover Ratio --
1 Year Fund Level Flows -850.89M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 42.19% 49.22% -- --
3M 186.5% 195.4% -- --
6M 61.59% 81.69% -- --
YTD 180.4% 195.2% -- --
1Y 52.13% 58.37% -- --
3Y -- -- -- --
5Y -- -- -- --
10Y -- -- -- --
15Y -- -- -- --
20Y -- -- -- --
As of April 8, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

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

Top 0 Holdings

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

Investment Strategy
The investment seeks return linked to the performance of the S&P 500® VIX Short-Term Futures Index TR. The ETN offers exposure to futures contracts of specified maturities on the VIX index and not direct exposure to the VIX index or its spot level. The index is designed to provide investors with exposure to one or more maturities of futures contracts on the CBOE Volatility Index®.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Volatility
Prospectus Objective Growth and Income
Fund Owner Firm Name Milleis Investissements Funds
Benchmark Index
S&P 500 VIX Short Term Futures TR USD 100.0%
S&P 500 VIX Short Term Futures TR USD 100.0%

Manager Info

Name Tenure
No Manager 1.87 yrs
No Manager 1.87 yrs

Net Fund Flows

1M -998.24M
3M -1.402B
6M -1.182B
YTD -1.402B
1Y -850.89M
3Y --
5Y --
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 75.92%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 3.154
30-Day Rolling Volatility 197.9%
Daily Value at Risk (VaR) 1% (All) 9.20%
Monthly Value at Risk (VaR) 1% (All) 24.62%

Comparables

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Attributes

Key Dates
Inception Date 1/17/2018
Termination Date
Last Annual Report Date
Last Prospectus Date 8/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note Yes
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual 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
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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