Summary
VXX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -53.28% Volatility 73.98% Sharpe -0.47
Official loaded data — not a live quote.

iPath Series B S&P 500 VIX Short-Term Futures ETN

Symbol: VXX

Exchange: BATS

Sector: N/A

Category: Trading--Miscellaneous

Inception date: 17/01/2018

Latest date: 16/07/2026

Current price: $21.45

Expense ratio: 0.89%

Assets under management
$441.2M
1.37% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.96%

Ann. 547.72% (Sharpe / Sortino numerator)

Volatility

95.85%

Sharpe ratio

5.677

VaR 95%

-9.11%

CVaR 95%: -9.62%
Max drawdown: -11.95%
Sortino ratio: 10.440
Calmar ratio: 45.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-26.79%

Ann. 218.23% (Sharpe / Sortino numerator)

Volatility

73.55%

Sharpe ratio

2.918

VaR 95%

-7.73%

CVaR 95%: -9.10%
Max drawdown: -11.95%
Sortino ratio: 4.764
Calmar ratio: 18.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-18.81%

Ann. 7.74% (Sharpe / Sortino numerator)

Volatility

66.67%

Sharpe ratio

0.062

VaR 95%

-7.67%

CVaR 95%: -8.64%
Max drawdown: -35.58%
Sortino ratio: 0.100
Calmar ratio: 0.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-53.28%

Ann. -30.83% (Sharpe / Sortino numerator)

Volatility

73.98%

Sharpe ratio

-0.466

VaR 95%

-7.41%

CVaR 95%: -10.54%
Max drawdown: -69.85%
Sortino ratio: -0.676
Calmar ratio: -0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-48.49%

Ann. -19.76% (Sharpe / Sortino numerator)

Volatility

76.53%

Sharpe ratio

-0.306

VaR 95%

-7.03%

CVaR 95%: -10.30%
Max drawdown: -70.49%
Sortino ratio: -0.476
Calmar ratio: -0.28

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-77.53%

Ann. -42.32% (Sharpe / Sortino numerator)

Volatility

68.66%

Sharpe ratio

-0.669

VaR 95%

-5.85%

CVaR 95%: -9.24%
Max drawdown: -85.59%
Sortino ratio: -1.074
Calmar ratio: -0.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.24%

Best day

13.707%

06/03/2026
Worst day

-9.595%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $21.16 $21.68 $20.94 $21.45 7,337,300
15/07/2026 $21.21 $21.48 $20.83 $20.85 5,730,800
14/07/2026 $21.44 $21.61 $21.23 $21.51 4,459,800
13/07/2026 $21.36 $21.96 $21.13 $21.78 8,190,000
10/07/2026 $21.50 $22.02 $21.07 $21.13 5,787,900
09/07/2026 $21.86 $22.10 $21.58 $21.58 4,864,800
08/07/2026 $22.16 $22.79 $21.73 $22.01 8,076,300
07/07/2026 $21.49 $21.95 $21.32 $21.69 7,265,900
06/07/2026 $21.72 $21.72 $21.41 $21.49 6,210,000
02/07/2026 $22.06 $22.59 $21.73 $22.04 8,996,100