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

    -NYSEArca
    12.74 Down 0.30(2.30%) Dec 18, 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-10.73N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-4.24N/A
    R-squared (against Standard Index)75.34N/A
    Standard Deviation25.46N/A
    Sharpe Ratio-2.00N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-0.18N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.69N/A
    R-squared (against Standard Index)81.40N/A
    Standard Deviation32.45N/A
    Sharpe Ratio-1.00N/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