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

    -NYSEArca
    10.28 Up 0.03(0.29%) Aug 4, 4:00PM EDT

    Risk as of Jun 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-11.84N/A
    Beta (against Standard Index)0.44N/A
    Mean Annual Return-3.53N/A
    R-squared (against Standard Index)70.75N/A
    Standard Deviation23.03N/A
    Sharpe Ratio-1.84N/A
    5 Years
    StatisticVXZCategory
    Alpha (against Standard Index)-6.72N/A
    Beta (against Standard Index)0.45N/A
    Mean Annual Return-3.18N/A
    R-squared (against Standard Index)81.69N/A
    Standard Deviation29.98N/A
    Sharpe Ratio-1.28N/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