VXZ - S&P 500 VIX Mid-Term Futures ETN Fundamentals

VXZ Tracks This Index: S&P 500 VIX Mid-Term Futures Index Total Return
Description: The index offers exposure to a daily rolling long position in the fourth, fifth, sixth and seventh 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 fourth month VIX futures contract into the seventh month VIX futures contract.

VXZ Performance

1 Week Return: -1.17%
2 Week Return: 11.45%
4 Week Return: 12.46%
13 Week Return: -7.31%
26 Week Return: -29.60%
YTD Return: -16.40%
1 Year Return: -3.35%
3 Year Return: -44.51%
5 Year Return: n/a
Data as of 05/24/2012

VXZ Expenses & Fees

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

VXZ Valuation

P/E Ratio: n/a
Beta: -2.48
20 Day Moving Average: $47.62
60 Day Moving Average: $48.89
Data as of 05/24/2012

VXZ Dividend

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

VXZ Volatility

5 Day Volatility: 274.81%
20 Day Volatility: 31.35%
50 Day Volatility: 32.58%
200 Day Volatility: 29.52%
Standard Deviation: 7.93%
Data as of 05/24/2012

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