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

Add to Watchlists
Create an Alert
33.65 -0.14  -0.41% NYSE Arca Oct 23, 09:37 Delayed 2m USD
View Full Chart
VXX Price Chart

VXX Key Stats

VXX Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -17.55% -17.18% -- --
3M -25.51% -25.30% -- --
6M -50.77% -51.05% -- --
1Y -73.83% -73.57% -- --
3Y -61.00% -60.86% -- --
5Y -56.78% -56.78% -- --
10Y -- -- -- --
As of Oct. 20, 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
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 8.26 yrs

VXX Net Fund Flows

1M 1.095M
3M 301.69M
6M 542.70M
YTD 795.74M
1Y 782.70M
3Y 2.344B
5Y 3.326B
10Y --
As of Sept. 30, 2017

VXX Risk Info

Beta (5Y) -4.346
Max Drawdown (All) 99.97%
Historical Sharpe (10Y) --
Historical Sortino (All) -2.037
30-Day Rolling Volatility 26.36%
Daily Value at Risk (VaR) 1% (All) 9.44%
Monthly Value at Risk (VaR) 1% (All) 30.85%

VXX Comparables

Edit

VXX Attributes

Key Dates
Inception Date 1/29/2009
Last Annual Report Date 12/31/2009
Last Prospectus Date 2/10/2009
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

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

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.