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VXX: iPath® Series B S&P 500® VIX Short-Term Futures ETN (ETF)
Basic Info 13.57 0.14(1.02%) April 24
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 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 01/25/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -9.1 | -12.6 | -65.2 | -56.7 | -49.2 | -42.8 | -72.5 | -23.8 | -72.4 | 11.0 | -67.8 | 69.9 |
Sharpe Ratio | NA | -0.12 | -1.27 | -0.44 | -0.45 | -0.41 | -0.38 | -0.44 | -0.96 | 0.11 | -1.19 | 0.96 |
Draw Down(%) | NA | 20.7 | 69.8 | 93.4 | 98.8 | 98.8 | 91.0 | 51.4 | 78.0 | 76.0 | 68.8 | 52.5 |
Standard Deviation(%) | NA | 42.8 | 50.7 | 127.2 | 111.1 | 104.6 | 202.2 | 57.8 | 75.3 | 94.9 | 58.3 | 77.9 |
Treynor Ratio | NA | 0.02 | 0.21 | 0.25 | 0.21 | 0.17 | 0.32 | 0.15 | 0.15 | -0.05 | 0.17 | -0.2 |
Alpha | NA | 0.13 | -0.13 | 0.1 | 0.13 | 0.13 | 0.6 | -0.17 | 0.11 | 0.42 | 0.05 | 0.18 |
Beta | NA | -2.46 | -3.05 | -2.28 | -2.42 | -2.58 | -2.4 | -1.66 | -4.89 | -2.24 | -4.12 | -3.74 |
RSquared | NA | 0.43 | 0.49 | 0.05 | 0.11 | 0.14 | 0.01 | 0.47 | 0.7 | 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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/25/2018
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