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

-NYSEArca

14.18 Down 0.52(3.53%) Oct 1, 4:00PM EDT|After Hours : 14.15 Down 0.03 (0.21%) Oct 1, 7:59PM EDT


Risk as of Aug 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXXCategory
Alpha (against Standard Index)3.07N/A
Beta (against Standard Index)-4.36N/A
Mean Annual Return-6.20N/A
R-squared (against Standard Index)65.98N/A
Standard Deviation70.50N/A
Sharpe Ratio-1.06N/A