Send me a link:

*Text messaging rates may apply.

 Dow Down0.05% Nasdaq Up0.54%

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

-NYSEArca
12.14 Down 0.03(0.25%) 2:22PM EDT - Nasdaq Real Time Price

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXZCategory
Alpha (against Standard Index)-13.55N/A
Beta (against Standard Index)0.46N/A
Mean Annual Return-3.29N/A
R-squared (against Standard Index)83.87N/A
Standard Deviation34.66N/A
Sharpe Ratio-1.14N/A
5 Years
StatisticVXZCategory
Alpha (against Standard Index)3.72N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return-2.73N/A
R-squared (against Standard Index)79.56N/A
Standard Deviation32.28N/A
Sharpe Ratio-1.02N/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