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    Credit Suisse AG ( Nassau Branch) Ltd. (TVIX)

    -NYSEArca
    1.14 Down 0.05(4.20%) 12:12PM EDT - Nasdaq Real Time Price

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTVIXCategory
    Alpha (against Standard Index)-6.97N/A
    Beta (against Standard Index)2.06N/A
    Mean Annual Return-7.45N/A
    R-squared (against Standard Index)97.17N/A
    Standard Deviation134.53N/A
    Sharpe Ratio-0.66N/A
    5 Years
    StatisticTVIXCategory
    Alpha (against Standard Index)-8.97N/A
    Beta (against Standard Index)2.00N/A
    Mean Annual Return-7.37N/A
    R-squared (against Standard Index)97.96N/A
    Standard Deviation142.30N/A
    Sharpe Ratio-0.62N/A
    10 Years
    StatisticTVIXCategory
    Alpha (against Standard Index)NaNN/A
    Beta (against Standard Index)NaNN/A
    Mean Annual ReturnNaNN/A
    R-squared (against Standard Index)NaNN/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor RatioNaNN/A