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

-NYSEArca
12.45 0.12(0.97%) Aug 28, 8:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXZCategory
Alpha (against Standard Index)-11.90N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-3.16N/A
R-squared (against Standard Index)85.26N/A
Standard Deviation34.76N/A
Sharpe Ratio-1.09N/A
5 Years
StatisticVXZCategory
Alpha (against Standard Index)1.67N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-2.71N/A
R-squared (against Standard Index)79.44N/A
Standard Deviation32.30N/A
Sharpe Ratio-1.01N/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