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iPath S&P 500 VIX ST Futures ETN (VXX)

-NYSEArca

18.43 Up 0.16(0.88%) 4:00PM EDT|After Hours : 18.41 Down 0.02 (0.11%) 8:00PM EDT


Risk as of Mar 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXXCategory
Alpha (against Standard Index)-13.86N/A
Beta (against Standard Index)-4.02N/A
Mean Annual Return-5.49N/A
R-squared (against Standard Index)65.98N/A
Standard Deviation74.18N/A
Sharpe Ratio-0.89N/A