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VXZ: iPath® Series B S&P 500® VIX Mid-Term Futures ETN (ETF)
Basic Info 13.73 0.68(4.72%) April 22
Asset Class: | Volatility |
MyPlanIQ Rating: | (74%) |
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 | 10 Yr | Since 01/25/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -6.7 | -5.2 | -39.5 | -21.9 | -4.9 | -20.8 | -3.3 | -44.0 | 0.5 | -16.4 | 72.8 | -20.1 | 31.5 | -49.8 | -80.4 | -15.1 | -16.5 | 125.0 | -53.9 | -7.8 | -14.4 | -30.6 |
Sharpe Ratio | NA | -0.26 | -1.56 | -0.8 | -0.16 | -0.59 | -0.12 | -1.66 | -0.03 | -0.57 | 1.33 | -0.83 | 0.93 | -3.37 | -0.79 | -0.9 | -1.31 | 0.74 | -2.36 | -0.69 | -1.1 | -2.12 |
Draw Down(%) | NA | 8.3 | 43.7 | 57.4 | 65.2 | 95.7 | 65.2 | 46.1 | 19.2 | 30.8 | 26.4 | 24.2 | 26.5 | 49.8 | 84.7 | 27.8 | 30.0 | 33.6 | 56.2 | 28.4 | 35.6 | 34.0 |
Standard Deviation(%) | NA | 20.4 | 25.3 | 27.9 | 34.8 | 71.3 | 34.4 | 29.2 | 27.9 | 28.6 | 54.1 | 26.0 | 35.3 | 20.5 | 143.9 | 37.2 | 26.8 | 143.3 | 30.9 | 38.1 | 30.0 | 26.7 |
Treynor Ratio | NA | 0.05 | 0.28 | 0.19 | 0.05 | 0.26 | 0.04 | 0.32 | 0.01 | 0.1 | -0.61 | 0.12 | -0.94 | 0.35 | 0.61 | 0.17 | 0.2 | -0.25 | 0.39 | 0.18 | 0.23 | 0.7 |
Alpha | NA | 0.04 | -0.09 | -0.05 | 0.07 | -0.09 | 0.06 | -0.11 | -0.05 | 0.12 | 0.38 | 0.1 | 0.12 | -0.32 | -0.63 | -0.22 | -0.15 | 1.12 | -0.37 | -0.14 | -0.12 | -0.13 |
Beta | NA | -1.03 | -1.42 | -1.16 | -1.21 | -1.61 | -1.12 | -1.51 | -0.93 | -1.7 | -1.18 | -1.76 | -0.35 | -1.97 | -1.87 | -1.94 | -1.79 | -4.34 | -1.86 | -1.42 | -1.41 | -0.81 |
RSquared | NA | 0.34 | 0.43 | 0.52 | 0.53 | 0.07 | 0.43 | 0.46 | 0.63 | 0.62 | 0.54 | 0.7 | 0.03 | 0.41 | 0.09 | 0.65 | 0.58 | 0.02 | 0.59 | 0.74 | 0.71 | 0.59 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
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 | 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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