VXZ
iPath S&P 500 VIX Md-Trm Futs ETN-B ETF
$13.62
-0.04 (-0.29%)
Currency in USD / Last Updated: 3/27/2024
Category | Misc Trading |
---|---|
Market Cap | 37.105M |
52 Week High | 23.79 |
52 Week Low | 13.4 |
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Key Data
Symbol | VXZ |
---|---|
Type | ETF |
Category | Misc Trading |
Price | 13.62 |
Price Yesterday | 13.66 |
Market Cap | 37.11 |
YTD Return | -5.94% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 0 |
Redeption Fee | 0 |
Prospectus | 0.0089 |
Overview
52 Week High | 23.79 |
---|---|
52 Week Low | 13.40 |
Market Cap | 37.11M |
Shares Outstanding | 2.72M |
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 | -52.28% |
---|---|
Five Days | -35.76% |
One Months | 19.45% |
Three Months | -19.82% |
Six Months | -35.84% |
Nine Months | -31.68% |
One Year | -41.50% |
Three Years | -23.35% |
Five Years | -5.91% |
Ten Years | -999 |
YTD | -22.70% |
Since Inception | -3.44% |
Returns Total
One Day | -0.29% |
---|---|
Five Days | -0.87% |
One Month | 1.49% |
Three Months | -5.29% |
Six Months | -19.74% |
Nine Months | -24.83% |
One Year | -41.47% |
Three Years | -54.89% |
Five Years | -26.22% |
Ten Years | -999 |
YTD | -5.94% |
Since Inception | -19.41% |
Yearly Returns
2024 | -5.94% |
---|---|
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 | 3.02% |
---|---|
Beta | -1.73 |
Correlation | -80.08% |
Downside Deviation | 8.98% |
Coefficient of determination | 64.13% |
Standard Deviation | 7.25% |
Sharpe Ratio | -3.01 |
Sortino | -8.42 |
Treynor | 27.08 |
Ulcer Index | 30.71 |
Ulcer Performance Index | -2.46 |