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First Trust CBOE S&P 500 VIXTail H ETF (VIXH)

-NYSEArca
23.57 Down 0.35(1.46%) May 5, 10:46AM EDT

Risk as of Apr 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVIXHCategory
Alpha (against Standard Index)-2.84N/A
Beta (against Standard Index)0.78N/A
Mean Annual Return0.51N/A
R-squared (against Standard Index)66.76N/A
Standard Deviation10.90N/A
Sharpe Ratio0.55N/A
5 Years
StatisticVIXHCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticVIXHCategory
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