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

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32.07 -0.72  -2.20% NYSE Arca Jun 20, 16:59 Delayed 2m USD
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VXX Price Chart

VXX Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -7.11% -7.50% -- --
3M -24.36% -22.69% -- --
6M 17.61% 17.73% -- --
YTD 17.44% 16.14% -- --
1Y -34.84% -35.90% -- --
3Y -51.74% -52.00% -- --
5Y -51.98% -51.99% -- --
10Y -- -- -- --
As of June 19, 2018. 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 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 147.91M
3M -58.19M
6M -636.11M
YTD -565.07M
1Y -3.517M
3Y 1.590B
5Y 2.688B
10Y --
As of May 31, 2018

VXX Risk Info

Beta (5Y) -4.362
Max Drawdown (All) 99.98%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.935
30-Day Rolling Volatility 59.05%
Daily Value at Risk (VaR) 1% (All) 9.43%
Monthly Value at Risk (VaR) 1% (All) 30.48%

VXX Comparables

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VXX Attributes

Key Dates
Inception Date 1/29/2009
Termination Date
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
Socially Responsible Fund 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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