• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.29% Nasdaq Down0.03%

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

    -NYSEArca
    11.16 Up 0.06(0.54%) May 22, 4:00PM EDT

    Risk as of Apr 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-10.30N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-3.36N/A
    R-squared (against Standard Index)75.70N/A
    Standard Deviation25.31N/A
    Sharpe Ratio-1.59N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-2.12N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.52N/A
    R-squared (against Standard Index)82.92N/A
    Standard Deviation32.75N/A
    Sharpe Ratio-0.92N/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