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

    -NYSEArca
    11.72 Down 0.23(1.92%) May 1, 4:00PM EDT
    |Pre-Market : 11.68 Down 0.05 (0.43%) 4:14PM EDT - Nasdaq Real Time Price

    Risk as of Mar 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-10.72N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-3.24N/A
    R-squared (against Standard Index)76.04N/A
    Standard Deviation25.33N/A
    Sharpe Ratio-1.54N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-0.96N/A
    Beta (against Standard Index)0.47N/A
    Mean Annual Return-2.32N/A
    R-squared (against Standard Index)82.36N/A
    Standard Deviation33.00N/A
    Sharpe Ratio-0.84N/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