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

14.91 Up 0.03(0.20%) 4:00PM EDT
|After Hours : 14.90 Down 0.01 (0.07%) 4:14PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-11.54N/A
Beta (against Standard Index)0.45N/A
Mean Annual Return-3.04N/A
R-squared (against Standard Index)83.73N/A
Standard Deviation34.60N/A
Sharpe Ratio-1.06N/A
5 Years
Alpha (against Standard Index)3.33N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return-2.87N/A
R-squared (against Standard Index)79.61N/A
Standard Deviation32.62N/A
Sharpe Ratio-1.06N/A