Performance analysis of VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
Annual Return
Over the past 3 years, VXX has had an average annual return of +0%, underperforming the benchmark SPY, which returned +20.89% annual.
Over the past 5 years, VXX has had an average annual return of +0%, underperforming the benchmark SPY, which returned +12.98% annual.
Over the past 10 years, VXX has had an average annual return of -40.00%, underperforming the benchmark SPY, which returned +15.76% annual.
Since Jan 30, 2009, VXX has had an average annual return of -48.92%, underperforming the benchmark SPY, which returned +15.43% annual.
| 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0% | -50.00% | +100% | -75.00% | +33.33% | -70.00% | -66.67% | -36.17% | -26.56% | -66.32% | -77.65% | -5.45% |
| 2010 | 2009 | ||||||||||
| -72.41% | -67.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | |||
| 2021 | +0% | -50.00% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | -50.00% |
| 2020 | +100% | +0% | +100% | +0% | -25.00% | +0% | +0% | +0% | -33.33% | +0% | +0% | +0% | +100% |
| 2019 | -25.00% | +0% | +0% | -33.33% | +50% | -33.33% | +0% | +50% | -33.33% | +0% | +0% | -50.00% | -75.00% |
| 2018 | +0% | +33.33% | +0% | +0% | -25.00% | +0% | +0% | +0% | -33.33% | +50% | +0% | +33.33% | +33.33% |
| 2017 | -30.00% | +0% | -14.29% | +0% | -16.67% | +0% | -20.00% | +0% | +0% | -25.00% | +0% | +0% | -70.00% |
Drawdown analysis of VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
The maximum drawdown for the VXX was -99.99%, occurring on Dec 13, 2019. This drawdown has not yet recovered.
The current VXX drawdown is -99.99%.
Since Jan 30, 2009 VXX has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.99% | Feb 23, 2009 | 2722 | Dec 13, 2019 | Ongoing | Ongoing | Ongoing |
| -6.55% | Jan 30, 2009 | 5 | Feb 6, 2009 | 2 | Feb 10, 2009 | 7 |
| -2.50% | Feb 10, 2009 | 3 | Feb 13, 2009 | 1 | Feb 17, 2009 | 4 |