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

    -NYSEArca
    14.15 Up 0.61(4.51%) Jan 30, 4:00PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-11.06N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-3.89N/A
    R-squared (against Standard Index)76.04N/A
    Standard Deviation25.83N/A
    Sharpe Ratio-1.81N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-0.70N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.49N/A
    R-squared (against Standard Index)81.40N/A
    Standard Deviation32.52N/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