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    ProShares VIX Short-Term Futures (VIXY)

    -NYSEArca
    14.88 Up 0.09(0.61%) 6:30PM EST
    |After Hours : 14.95 Up 0.07 (0.47%) 6:40PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVIXYCategory
    Alpha (against Standard Index)-0.98N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return-4.84N/A
    R-squared (against Standard Index)100.00N/A
    Standard Deviation63.12N/A
    Sharpe Ratio-0.92N/A
    5 Years
    StatisticVIXYCategory
    Alpha (against Standard Index)-0.80N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return-5.83N/A
    R-squared (against Standard Index)100.00N/A
    Standard Deviation59.34N/A
    Sharpe Ratio-1.18N/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