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iPath Series B S&P 500® VIX Mid-Term Futures ETN (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US06746P6135

CUSIP

06746P613

Sector

Industry

Highlights

Year Range

$47.50 - $68.56

Expense Ratio

VXZ features an expense ratio of 0.89%, falling within the medium range.


Expense ratio chart for VXZ: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VXZ vs. VXX VXZ vs. VIXM VXZ vs. SPDN VXZ vs. UDOW VXZ vs. EFAV VXZ vs. SPY VXZ vs. QQQ VXZ vs. ARKK VXZ vs. 1000 VXZ vs. UPRO
Popular comparisons:
VXZ vs. VXX VXZ vs. VIXM VXZ vs. SPDN VXZ vs. UDOW VXZ vs. EFAV VXZ vs. SPY VXZ vs. QQQ VXZ vs. ARKK VXZ vs. 1000 VXZ vs. UPRO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iPath Series B S&P 500® VIX Mid-Term Futures ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.04%
7.37%
VXZ (iPath Series B S&P 500® VIX Mid-Term Futures ETN)
Benchmark (^GSPC)

Returns By Period

iPath Series B S&P 500® VIX Mid-Term Futures ETN had a return of -4.02% year-to-date (YTD) and -8.33% in the last 12 months.


VXZ

YTD

-4.02%

1M

13.52%

6M

8.24%

1Y

-8.33%

5Y*

-4.61%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VXZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.45%-3.22%1.18%-2.85%-9.10%2.81%0.44%0.62%4.39%3.25%-11.76%-4.02%
2023-17.06%3.12%3.30%0.53%-6.45%-17.36%-6.20%-1.38%1.89%4.60%-14.80%-2.88%-43.98%
2022-0.35%5.46%-2.07%11.67%-2.57%3.84%-8.10%2.53%6.56%-6.46%-6.58%-1.52%0.47%
202116.02%-2.97%-16.31%-1.41%-5.84%-4.83%3.83%-3.57%5.50%-5.73%8.75%-7.21%-16.38%
2020-0.90%11.90%61.82%1.91%1.17%2.18%-1.69%0.87%1.82%2.54%-13.83%2.43%72.77%
2019-12.20%-8.53%0.89%-2.10%7.92%-5.50%0.11%9.32%0.30%-3.94%-3.05%-3.36%-20.10%
20180.30%15.46%4.85%3.22%-9.28%-5.10%0.00%-3.04%-2.88%13.98%2.81%10.78%31.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VXZ is 39, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VXZ is 3939
Overall Rank
The Sharpe Ratio Rank of VXZ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VXZ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VXZ is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VXZ is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VXZ is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VXZ, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.182.10
The chart of Sortino ratio for VXZ, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.062.80
The chart of Omega ratio for VXZ, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.39
The chart of Calmar ratio for VXZ, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.083.09
The chart of Martin ratio for VXZ, currently valued at -0.35, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3513.49
VXZ
^GSPC

The current iPath Series B S&P 500® VIX Mid-Term Futures ETN Sharpe ratio is -0.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iPath Series B S&P 500® VIX Mid-Term Futures ETN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
1.83
VXZ (iPath Series B S&P 500® VIX Mid-Term Futures ETN)
Benchmark (^GSPC)

Dividends

Dividend History


iPath Series B S&P 500® VIX Mid-Term Futures ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.94%
-3.66%
VXZ (iPath Series B S&P 500® VIX Mid-Term Futures ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iPath Series B S&P 500® VIX Mid-Term Futures ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iPath Series B S&P 500® VIX Mid-Term Futures ETN was 69.00%, occurring on Nov 29, 2024. The portfolio has not yet recovered.

The current iPath Series B S&P 500® VIX Mid-Term Futures ETN drawdown is 63.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69%Mar 19, 20201182Nov 29, 2024
-28.77%Apr 13, 2018457Feb 12, 202017Mar 9, 2020474
-6.59%Mar 12, 20181Mar 12, 201814Apr 2, 201815
-6.05%Feb 15, 20187Feb 26, 20183Mar 1, 201810
-4.85%Mar 13, 20201Mar 13, 20201Mar 16, 20202

Volatility

Volatility Chart

The current iPath Series B S&P 500® VIX Mid-Term Futures ETN volatility is 7.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.68%
3.62%
VXZ (iPath Series B S&P 500® VIX Mid-Term Futures ETN)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of iPath Series B S&P 500® VIX Mid-Term Futures ETN over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for iPath Series B S&P 500® VIX Mid-Term Futures ETN.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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