VXZ - iPath S&P 500 VIX MT Futures ETN

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsVXZCategory Average
5 YearsVXZCategory Average
10 YearsVXZCategory Average
Alpha
-1.06N/A
-7.31N/A
0N/A
Beta
0.4N/A
0.42N/A
0N/A
Mean Annual Return
-2.26N/A
-2.81N/A
0N/A
R-squared
88.16N/A
80.52N/A
0N/A
Standard Deviation
26.62N/A
25.33N/A
0N/A
Sharpe Ratio
-1.03N/A
-1.34N/A
0N/A
Treynor Ratio
-66.3N/A
-75.87N/A
0N/A