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    iPath S&P 500 VIX MT Futures ETN (VXZ)

    -NYSEArca
    9.83 Down 0.19(1.90%) Jul 29, 4:00PM EDT
    |After Hours : 9.73 Down 0.10 (1.02%) Jul 29, 4:20PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-5.23N/A
    Beta (against Standard Index)0.41N/A
    Mean Annual Return-1.80N/A
    R-squared (against Standard Index)89.53N/A
    Standard Deviation27.98N/A
    Sharpe Ratio-0.78N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-8.08N/A
    Beta (against Standard Index)0.44N/A
    Mean Annual Return-2.11N/A
    R-squared (against Standard Index)86.13N/A
    Standard Deviation33.07N/A
    Sharpe Ratio-0.77N/A
    10 Years
    StatisticVXZCategory
    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