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

    -NYSEArca
    28.72 Up 0.23(0.81%) 4:10PM EST
    |After Hours : 28.77 Up 0.06 (0.21%) 4:13PM EST - Nasdaq Real Time Price

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)0.87N/A
    Beta (against Standard Index)0.40N/A
    Mean Annual Return-1.81N/A
    R-squared (against Standard Index)89.78N/A
    Standard Deviation26.48N/A
    Sharpe Ratio-0.83N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-5.50N/A
    Beta (against Standard Index)0.43N/A
    Mean Annual Return-2.91N/A
    R-squared (against Standard Index)82.58N/A
    Standard Deviation27.84N/A
    Sharpe Ratio-1.26N/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