VXZ
iPath S&P 500 VIX Md-Trm Futs ETN-B ETF
$12.23
0.06 (0.49%)
Currency in USD / Last Updated: 7/9/2024
| Category | Misc Trading |
|---|---|
| Market Cap | 34.114M |
| 52 Week High | 18.8 |
| 52 Week Low | 11.98 |
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Key Data
| Symbol | VXZ |
|---|---|
| Type | ETF |
| Category | Misc Trading |
| Price | 12.23 |
| Price Yesterday | 12.17 |
| Market Cap | 34.11 |
| YTD Return | -15.54% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0089 |
Overview
| 52 Week High | 18.80 |
|---|---|
| 52 Week Low | 11.98 |
| Market Cap | 34.11M |
| Shares Outstanding | 2.79M |
| Income Dividend Yield | 0.00% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.00% |
Returns Annualized
| One Day | 245.76% |
|---|---|
| Five Days | 51.32% |
| One Months | 2.09% |
| Three Months | -40.59% |
| Six Months | -22.24% |
| Nine Months | -35.97% |
| One Year | -30.89% |
| Three Years | -22.04% |
| Five Years | -7.10% |
| Ten Years | -999 |
| YTD | -27.94% |
| Since Inception | -4.89% |
Returns Total
| One Day | 0.49% |
|---|---|
| Five Days | 0.82% |
| One Month | 0.16% |
| Three Months | -12.01% |
| Six Months | -11.63% |
| Nine Months | -28.14% |
| One Year | -30.86% |
| Three Years | -52.45% |
| Five Years | -30.75% |
| Ten Years | -999 |
| YTD | -15.54% |
| Since Inception | -27.63% |
Yearly Returns
| 2024 | -15.54% |
|---|---|
| 2023 | -43.98% |
| 2022 | 0.47% |
| 2021 | -16.38% |
| 2020 | 72.77% |
| 2019 | -20.10% |
| 2018 | 31.89% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -6.14% |
|---|---|
| Beta | -1.29 |
| Correlation | -58.72% |
| Downside Deviation | 8.16% |
| Coefficient of determination | 34.48% |
| Standard Deviation | 7.07% |
| Sharpe Ratio | -2.43 |
| Sortino | -7.3 |
| Treynor | 28.09 |
| Ulcer Index | 22.86 |
| Ulcer Performance Index | -2.61 |