VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 3.1
Price:$36.37 -0.74(-1.99%)
52 Week:$35.66 - $125.92
Volume: 20,956,127
Avg Daily Volume: 19,326,352
Market Cap: $1,830,898,296 Avg Trade Size: 67 shares
Fund Turnover: 2 days 8/29/2016 4:00:00 PM
Similar ETFs to VXX: VIXY, VIIX, VIXM, VIIZ, VXZ

iPath S&P 500 VIX Short-Term Futures ETN is an exchange-traded note issued in the USA. The Note will provide investors with a cash payment at the scheduled maturity or early redemption based on the performance of the underlying index, the S&P 500 Short-Term VIX Futures TR Index.

Inception Date: 1/30/2009Geography: US  Asset Class: Volatility
Primary Exchange: NYSE ArcaInvestment Philosophy: Passively Managed
Issuer: Barclays Bank PLCUnderlying Index: S&P 500 VIX Short-Term Futures Index
Index Provider: Standard & PoorsIndex Composition: Option Strategy

Structural Integrity
Investment Metrics
Fund Holdings
Fund Exposure
News Headlines
VXX Structural Integrity ranks in the 62nd percentile (among all 22 Volatility ETFs over past 6 months).
as of 7/29/2016 Value  Rank (%)
Expense Ratio 0.89% 
 16%
Average Bid Ask Ratio Premium Content 
 87.4%
Tracking Error Premium Content 
 18.2%
Concentration Risk Premium Content 
 0.1%
Market Impact Premium Content 
 93.1%
Efficiency Premium Content 
 77.7%
Cap Gains Dist Premium Content 
 100%
     
as of 8/26/2016  
Avg Number of Components   (range) 1   (1-1)
Legal Structure Senior, Unsecured, Unsubordinated Debt 
Annual Yield 0.00%
Last Dividend PaidDate 0.0, n/a   See Distributions
Options / Futures Available Y  /  Y 
Short Interest / Days to Cover 44.4% /  1 day
Net Asset Value $1,814,064,491 
Premium (Discount) 0.93% 
*The XTF Rating for an ETF is based on statistical analysis of its structural integrity and investment metric giving a total range between 0 and 10 with 10 being the best. Read More.





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