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

    -NYSEArca
    12.83 Up 0.31(2.48%) Feb 5, 4:00PM EST

    Risk as of Jan 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-6.39N/A
    Beta (against Standard Index)0.41N/A
    Mean Annual Return-1.49N/A
    R-squared (against Standard Index)87.57N/A
    Standard Deviation27.31N/A
    Sharpe Ratio-0.66N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-9.75N/A
    Beta (against Standard Index)0.43N/A
    Mean Annual Return-2.17N/A
    R-squared (against Standard Index)86.62N/A
    Standard Deviation32.26N/A
    Sharpe Ratio-0.81N/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