VXZ O/H/L/C Backtest

$59.00

Description

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

 


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