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

    -NYSEArca
    11.18 Down 0.08(0.71%) 4:00PM EDT
    |After Hours : 11.26 Up 0.10 (0.90%) 4:14PM EDT - Nasdaq Real Time Price

    Risk as of May 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-11.09N/A
    Beta (against Standard Index)0.44N/A
    Mean Annual Return-3.90N/A
    R-squared (against Standard Index)71.69N/A
    Standard Deviation23.42N/A
    Sharpe Ratio-2.00N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-4.39N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-3.02N/A
    R-squared (against Standard Index)81.28N/A
    Standard Deviation30.54N/A
    Sharpe Ratio-1.19N/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