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ProShares VIX Mid-Term Futures (VIXM)

-NYSEArca
45.77 Up 0.23(0.51%) 9:48AM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIXMCategory
Alpha (against Standard Index)-3.05N/A
Beta (against Standard Index)0.39N/A
Mean Annual Return-1.80N/A
R-squared (against Standard Index)88.56N/A
Standard Deviation26.44N/A
Sharpe Ratio-0.82N/A
5 Years
StatisticVIXMCategory
Alpha (against Standard Index)-5.16N/A
Beta (against Standard Index)0.44N/A
Mean Annual Return-2.70N/A
R-squared (against Standard Index)83.88N/A
Standard Deviation30.08N/A
Sharpe Ratio-1.08N/A
10 Years
StatisticVIXMCategory
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