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UBS E-TRACS Daily Long-Short VIX ETN (XVIX)

-NYSEArca
16.34 0.00(0.00%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXVIXCategory
Alpha (against Standard Index)-14.70N/A
Beta (against Standard Index)-0.04N/A
Mean Annual Return-1.04N/A
R-squared (against Standard Index)3.35N/A
Standard Deviation14.73N/A
Sharpe Ratio-0.85N/A
5 Years
StatisticXVIXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticXVIXCategory
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