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

    -NYSEArca
    12.70 Up 0.13(1.03%) 12:40PM EDT - Nasdaq Real Time Price

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-12.35N/A
    Beta (against Standard Index)0.46N/A
    Mean Annual Return-3.75N/A
    R-squared (against Standard Index)78.96N/A
    Standard Deviation26.50N/A
    Sharpe Ratio-1.70N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-0.89N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.40N/A
    R-squared (against Standard Index)82.11N/A
    Standard Deviation32.97N/A
    Sharpe Ratio-0.88N/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