VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 0.9
Price:$15.46 0.01(0.06%)
52 Week:$15.3 - $77.48
Volume: 7,913,558
Avg Daily Volume: 41,327,551
Market Cap: $1,004,120,838 Avg Trade Size: 355 shares
Fund Turnover: 1 days 3/30/2017 10:10:42 AM
Similar ETFs to VXX: VIXY, VIIX, VXZ, VIXM, VIIZ

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: 1/29/2009Geography: 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 & Poor'sIndex Composition: Option Strategy

Structural Integrity
Investment Metrics
Fund Holdings
Fund Exposure
News Headlines
VXX Structural Integrity ranks in the 28th percentile (among all 20 Volatility ETFs over past 6 months).
as of 2/28/2017 Value  Rank (%)
Expense Ratio 0.89% 
 15.5%
Average Bid Ask Ratio Premium Content 
 79.8%
Tracking Error Premium Content 
 13.3%
Concentration Risk Premium Content 
 0.2%
Market Impact Premium Content 
 96.2%
Efficiency Premium Content 
 14.5%
Cap Gains Dist Premium Content 
 100%
     
as of 3/29/2017  
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 99.4% /  2 days
Net Asset Value $1,009,840,102 
Premium (Discount) -0.57% 
*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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