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

-NYSEArca
12.43 Down 0.05(0.40%) 11:00AM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXZCategory
Alpha (against Standard Index)-8.20N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-3.96N/A
R-squared (against Standard Index)74.59N/A
Standard Deviation26.34N/A
Sharpe Ratio-1.81N/A
5 Years
StatisticVXZCategory
Alpha (against Standard Index)0.84N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-2.64N/A
R-squared (against Standard Index)80.20N/A
Standard Deviation32.49N/A
Sharpe Ratio-0.98N/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