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ProShares Ultra VIX Short-Term Futures (UVXY)

BATS - BATS Real-time price. Currency in USD
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16.78+0.44 (+2.69%)
At close: 4:00PM EDT
16.92 +0.14 (+0.83%)
After hours: 07:59PM EDT

Risk statistics

3 yearsUVXYCategory average
5 yearsUVXYCategory average
10 yearsUVXYCategory average
Alpha
-33.36N/A
-84.74N/A
0N/A
Beta
-1.74N/A
-17.97N/A
0N/A
Mean annual return
-2.74N/A
-7.44N/A
0N/A
R-squared
0N/A
0.06N/A
0N/A
Standard deviation
137.8N/A
116.12N/A
0N/A
Sharpe ratio
-0.25N/A
-0.78N/A
0N/A
Treynor ratio
37.57N/A
4.36N/A
0N/A