VXX - iPath S&P 500 VIX ST Futures ETN

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVXXCategory Average
5 YearsVXXCategory Average
10 YearsVXXCategory Average
Alpha
-0.89N/A
-0.89N/A
0N/A
Beta
1N/A
1N/A
0N/A
Mean Annual Return
-6.39N/A
-5.77N/A
0N/A
R-squared
100N/A
100N/A
0N/A
Standard Deviation
60.73N/A
53.97N/A
0N/A
Sharpe Ratio
-1.27N/A
-1.29N/A
0N/A
Treynor Ratio
-62.27N/A
-57.74N/A
0N/A