VXX - S&P 500 VIX Short-Term Futures ETN Fundamentals

VXX Tracks This Index: S&P 500 VIX Short-Term Futures Index Total Return
Description: The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.

VXX Performance

1 Week Return: -2.76%
2 Week Return: 18.65%
4 Week Return: 25.82%
13 Week Return: -15.38%
26 Week Return: -57.98%
YTD Return: -42.53%
1 Year Return: -10.44%
3 Year Return: -93.91%
5 Year Return: n/a
Data as of 05/24/2012

VXX Expenses & Fees

  • Expense Ratio: 0.89%
  • Category: Volatility
  • Category Range: 0.85% to 1.65%
  • Category Average: 1.07%

VXX Valuation

P/E Ratio: n/a
Beta: -5.09
20 Day Moving Average: $18.39
60 Day Moving Average: $19.20
Data as of 05/24/2012

VXX Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: n/a
Data as of 05/24/2012

VXX Volatility

5 Day Volatility: 559.58%
20 Day Volatility: 63.04%
50 Day Volatility: 71.56%
200 Day Volatility: 63.61%
Standard Deviation: 10.76%
Data as of 05/24/2012

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