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

-NYSEArca
12.39 Up 0.16(1.31%) 2:53PM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXZCategory
Alpha (against Standard Index)-10.38N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-4.06N/A
R-squared (against Standard Index)78.81N/A
Standard Deviation29.16N/A
Sharpe Ratio-1.67N/A
5 Years
StatisticVXZCategory
Alpha (against Standard Index)1.09N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-2.80N/A
R-squared (against Standard Index)79.64N/A
Standard Deviation32.23N/A
Sharpe Ratio-1.05N/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