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

    -NYSEArca
    13.02 Up 0.27(2.12%) Aug 31, 4:00PM EDT
    |Pre-Market : 13.48 Up 0.46 (3.53%) 4:00AM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-11.26N/A
    Beta (against Standard Index)0.44N/A
    Mean Annual Return-3.59N/A
    R-squared (against Standard Index)70.64N/A
    Standard Deviation23.13N/A
    Sharpe Ratio-1.86N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-6.38N/A
    Beta (against Standard Index)0.44N/A
    Mean Annual Return-3.09N/A
    R-squared (against Standard Index)81.23N/A
    Standard Deviation29.70N/A
    Sharpe Ratio-1.25N/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