VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 1.3
Price:$46.32 4.37(10.42%)
52 Week:$25.59 - $73.6
Volume: 24,343,653
Avg Daily Volume: 39,936,191
Market Cap: $948,269,765 Avg Trade Size: 274 shares
Fund Turnover: 1 days 3/22/2018 11:38:39 AM

iPath S&P 500 VIX Short-Term Futures ETN is an exchange-traded fund incorporated in the USA. The iPath S&P 500 VIX Short-Term Futures™ ETN is designed to provide investors with exposure to the S&P 500 VIX Short-Term Futures™ Index Total Return. The S&P 500 VIX Short-Term Futures™ Index Total Return (the "Index") is designed to provide access to equity market volatility through CBOE Volatility Index futures. 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 at various points along the volatility forward curve.

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 38th percentile (among all 23 Volatility ETFs over past 6 months).
as of 1/31/2018 Value  Rank (%)
Expense Ratio 0.89% 
Average Bid Ask Ratio Premium Content 
Tracking Error Premium Content 
Concentration Risk Premium Content 
Market Impact Premium Content 
Efficiency Premium Content 
Cap Gains Dist Premium Content 
as of 3/21/2018  
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 196.4% /  1 day
Net Asset Value $948,226,816 
Premium (Discount) 0% 
*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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