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

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27.17 -1.80  -6.21% NYSE Arca Dec 5, 13:40 Delayed 2m USD
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VXX Price Chart

VXX Key Stats

Expense Ratio 0.89%
Share Class Assets Under Management 1.424B
30-Day Average Daily Volume Upgrade
Net Asset Value 29.11
Discount or Premium to NAV -0.48%
Turnover Ratio --

VXX Performance

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV) Cat. Total Return (Price) % Rank in Cat. (Price)
1M -19.35% -- -- -- 82
3M -16.75% -- -- -- 70
6M -44.67% -- -- -- 69
1Y -62.91% -- -- -- 69
3Y -46.44% -- -- -- 62
5Y -59.86% -- -- -- 100
As of Dec. 2, 2016
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 7.84 yrs

VXX Net Fund Flows

1M -220.87M
3M -160.60M
6M 664.78M
YTD 1.932B
1Y 1.849B
3Y 2.023B
5Y 5.368B
10Y --
As of Nov. 30, 2016

VXX Risk Info

Beta -4.645
Max Drawdown (All) 99.90%
Historical Sharpe (10Y) --
Historical Sortino (All) -1.862
30-Day Rolling Volatility 54.16%
Daily Value at Risk (VaR) 1% (All) 9.39%
Monthly Value at Risk (VaR) 1% (All) 30.90%

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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