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iPath S&P 500 Dynamic VIX ETN (XVZ)

BATS - BATS Real Time Price. Currency in USD
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38.39+0.11 (+0.29%)
At close: 12:28PM EDT

Risk Statistics

3 YearsXVZCategory Average
5 YearsXVZCategory Average
10 YearsXVZCategory Average
Alpha
21.51N/A
0.67N/A
0N/A
Beta
23.11N/A
33.37N/A
0N/A
Mean Annual Return
2.7N/A
1.03N/A
0N/A
R-squared
0.61N/A
1.46N/A
0N/A
Standard Deviation
53.2N/A
42.12N/A
0N/A
Sharpe Ratio
0.58N/A
0.26N/A
0N/A
Treynor Ratio
1.07N/A
0.16N/A
0N/A