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ProShares Ultra VIX Short-Term Futures (UVXY)

Cboe US - Cboe US Delayed price. Currency in USD
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24.58-0.11 (-0.45%)
At close: 04:00PM EDT
24.53 -0.05 (-0.20%)
After hours: 06:48PM EDT

Risk statistics

3 yearsUVXYCategory average
5 yearsUVXYCategory average
10 yearsUVXYCategory average
Alpha
-142.31N/A
-84.26N/A
-86.62N/A
BETA
-73.84N/A
19.88N/A
-20.17N/A
Mean annual return
-9.13N/A
-6.88N/A
-7.23N/A
R-squared
2.81N/A
0.16N/A
0.09N/A
Standard deviation
67.82N/A
107.53N/A
112.76N/A
Sharpe ratio
-1.66N/A
-0.79N/A
-0.78N/A
Treynor ratio
1.07N/A
-3.81N/A
3.86N/A