Dow Down0.92% Nasdaq Down0.83%

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

-NYSEArca
13.94 Up 0.41(3.03%) 4:00PM EDT
|After Hours : 13.83 Down 0.11 (0.79%) 4:32PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVXZCategory
Alpha (against Standard Index)-8.54N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return-4.35N/A
R-squared (against Standard Index)75.48N/A
Standard Deviation27.21N/A
Sharpe Ratio-1.92N/A
5 Years
StatisticVXZCategory
Alpha (against Standard Index)0.85N/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