VXZ O/H/L/C Backtest
VXZ is a long volatility fund offered by Barclays that is based on medium-term VIX futures (4th through the 7th month).
VXZ started trading in January 2009 so there is no market price data available before that (e.g., during the 2008/2009 market crash). This simulation shows VXZ simulated open, high, low, and end-of-day closing prices from March 2004 through October 2013 and end-of-day closing values up through May 29th, 2020 (data from Feb 2018 till Jan 1, 2019 is missing).
For more information on this product see: Open / High / Low / Close Simulations for Popular Volatility Exchange Traded Products
A less expensive end-of-day version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products