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

    -NYSEArca
    12.43 Up 0.08(0.65%) 1:51PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-10.80N/A
    Beta (against Standard Index)0.46N/A
    Mean Annual Return-3.42N/A
    R-squared (against Standard Index)77.17N/A
    Standard Deviation26.33N/A
    Sharpe Ratio-1.56N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-0.48N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.31N/A
    R-squared (against Standard Index)81.72N/A
    Standard Deviation32.79N/A
    Sharpe Ratio-0.85N/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