VXX Ranges2 vs S&P 500, Year 2011

Table 1

Range	Sum	Count	Average	StDevP	slope	Y	R^2
outside						intercept
±
0.2	20.9804	241	0.0871	4.7610	-2.7834	0.1211	0.7629

0.4	21.0400	227	0.0927	4.9050	-2.8025	0.1166	0.7677

1.0	25.2122	201	0.1254	5.2036	-2.8399	0.1718	0.7787

2.0	35.0027	148	0.2365	5.9969	-2.9260	0.2818	0.8037

3.0	55.1540	104	0.5303	6.9629	-2.9492	0.4716	0.8188

5.0	140.9525	50	2.8191	8.7149	-3.1461	0.6698	0.8620

7.0	140.9908	24	5.8746	10.1079	-3.1481	2.0556	0.8923

Chart 1 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 0.2,

Year 2011

Chart 2 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 0.4,

Year 2011

Chart 3 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 1.0,

Year 2011

Chart 4 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 2.0,

Year 2011

Chart 5 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 3.0,

Year 2011

Chart 6 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 5.0,

Year 2011

Chart 7 showing %VXX vs %S&P 500 correlation for %VXX outside range ± 7.0,

Year 2011

Related Tickers: VelocityShares Daily 2x VIX ST ETN (NYSEArca:TVIX), VelocityShares Daily Inverse VIX ETN (NYSEArca:XIV), VelocityShares Daily Inverse VIX Medium-Term ETN (NYSEArca:ZIV), iPath S&P 500 VIX Mid-Term Futures ETN (NYSEArca:VXZ), VIX Mid-Term Futures ETN (NYSEArca:VXZ), iPath S&P 500 VIX Short-Term Futures ETN (NYSEArca:VXX)

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