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VXX: iPath Series B S&P 500 VIX Short-Term Futures ETN (ETF)
Basic Info 48.04 0.01(0.02%) July 01
| Asset Class: | Volatility |
| MyPlanIQ Rating: | (38%) |
| Start Date: | 01/25/2018 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.89% |
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Performance Analytics (As of 06/27/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | Since 01/25/2018 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.3 | 4.9 | 10.0 | -49.0 | -53.7 | -38.5 | -26.2 | -72.5 | -23.8 | -72.4 | 11.0 | -67.8 | 69.9 |
| Sharpe Ratio | NA | 0.09 | 0.09 | -0.78 | -0.82 | -0.55 | -0.44 | -1.39 | -0.44 | -0.96 | 0.11 | -1.19 | 0.97 |
| Draw Down(%) | NA | 43.5 | 52.7 | 89.0 | 98.3 | 99.1 | 52.1 | 72.6 | 51.4 | 78.0 | 76.0 | 68.8 | 52.5 |
| Standard Deviation(%) | NA | 90.0 | 93.5 | 66.8 | 68.3 | 73.2 | 74.9 | 55.6 | 57.8 | 75.3 | 94.9 | 58.3 | 77.9 |
| Treynor Ratio | NA | -0.03 | -0.02 | 0.19 | 0.2 | 0.14 | 0.07 | 0.25 | 0.15 | 0.15 | -0.05 | 0.17 | -0.2 |
| Alpha | NA | 0.34 | 0.4 | -0.02 | -0.05 | 0.05 | 0.27 | -0.22 | -0.17 | 0.11 | 0.43 | 0.05 | 0.18 |
| Beta | NA | -3.32 | -3.94 | -2.8 | -2.88 | -2.8 | -4.6 | -3.11 | -1.66 | -4.95 | -2.24 | -4.12 | -3.74 |
| RSquared | NA | 0.8 | 0.65 | 0.5 | 0.52 | 0.55 | 0.55 | 0.53 | 0.47 | 0.71 | 0.59 | 0.75 | 0.65 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/25/2018
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