Data Query
VXX
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| Net Asset Value: | Change: | Change: |
USD 18.71 | USD 0.24 | 1.28% |
| Price | Change: | Change: |
USD 18.78 | USD 0.15 | 0.81% |
The investment seeks to replicate, net of expenses, the S&P 500 VIX Short-Term Futures Total Return Index. 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 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.
Holdings
| Top 10 Holdings | |
| Weighting | N/A% |
| As of N/A | |
Holdings - Country Allocation |
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| Holdings - Sector Breakdowns |
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Historical NAV Performance (%)
1-Day | 1-Week | 1-Mo | 3-Mo | YTD | 1-Yr |
1.28 | 0.56 | -6.32 | -22.06 | -40.36 | -71.34 |
| Cumulative | |||||
2012 | 2011 | 2010 | 2009 | 3 Yr* | 5 Yr* |
-77.62 | -5.53 | -72.4 | N/A | -61.76 | N/A |
| Annual/Annualized | |||||
Portfolio & Management
| Fundamentals | |
| Dividend Yield (% p.a): | 0.00 |
| Sharpe Ratio 3Yr: | -0.96 |
| r-Squared (3 Yr): | 66.23 |
| Std Dev 3 Year: | 72.22 |
| Alpha: | -15.48 |
| Beta: | -4.02 |
| Dividend Frequency: | None |
| Portfolio Characteristics | |
| Assets Under Management: | 1,174,558,835 |
| Exp Ratio: | 0.89 |
| Management | |
| Issuing Company: | Barclays Funds |
| Inc Date: | 2009-01-29 |
| Trading Symbols: | VXX |
| Trading & Liquidity |
Related Articles
| Related Articles | |
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