Cboe US - Delayed Quote USD

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

13.43 -0.45 (-3.24%)
At close: April 26 at 4:00 PM EDT
13.50 +0.07 (+0.52%)
After hours: April 26 at 7:59 PM EDT

ETF Summary

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®.

Risk Overview

Performance & Risk

YTD Return -13.47%
5y Average Return -49.39%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) -52.06
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VXXCategory AverageVXXCategory AverageVXXCategory Average
Alpha -96.17 -- -50.06 -- 0 --
BETA -52.06 -- 17.3 -- 0 --
Mean Annual Return -6.13 -- -4.01 -- 0 --
R-squared 3.05 -- 0.27 -- 0 --
Standard Deviation 47.28 -- 72.79 -- 0 --
Sharpe Ratio -1.61 -- -0.69 -- 0 --
Treynor Ratio 1.18 -- -3.08 -- 0 --

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