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ProShares Trust II - ProShares VIX Short-Term Futures ETF (VIXY)

-NYSEArca
35.83 Up 0.14(0.39%) 10:40AM EDT - Nasdaq Real Time Price

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIXYCategory
Alpha (against Standard Index)-1.34N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return-3.44N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation64.24N/A
Sharpe Ratio-0.64N/A
5 Years
StatisticVIXYCategory
Alpha (against Standard Index)-1.38N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return-3.41N/A
R-squared (against Standard Index)99.99N/A
Standard Deviation70.12N/A
Sharpe Ratio-0.58N/A
10 Years
StatisticVIXYCategory
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