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Cboe US - Delayed Quote USD

iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ)

65.45
-0.45
(-0.68%)
At close: April 17 at 4:00:00 PM EDT
67.69
+2.24
+(3.42%)
After hours: April 17 at 5:53:11 PM EDT

ETF Summary

The ETN offers exposure to futures contracts of specified maturities on the VIX index and not direct exposure to the VIX index or its spot level. The index is designed to provide investors with exposure to one or more maturities of futures contracts on the CBOE Volatility Index®.

Risk Overview

Performance & Risk

YTD Return 29.37%
5y Average Return -12.84%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) -1.22
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
VXZCategory AverageVXZCategory AverageVXZCategory Average
Alpha -23.55 -- -16.4 -- 0 --
BETA -1.22 -- 5.7 -- 0 --
Mean Annual Return -1.56 -- -1.18 -- 0 --
R-squared 0.01 -- 0.27 -- 0 --
Standard Deviation 23.59 -- 23.33 -- 0 --
Sharpe Ratio -0.98 -- -0.72 -- 0 --
Treynor Ratio 19.82 -- -3.23 -- 0 --

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