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UVXY - ProShares Ultra VIX Short-Term Futures

Cboe US - Cboe US Delayed price. Currency in USD

Risk statistics

3 yearsUVXYCategory average

5 yearsUVXYCategory average

10 yearsUVXYCategory average

Alpha

-141.18N/A

-53.83N/A

-81.79N/A

BETA

-81.93N/A

2.34N/A

-28.88N/A

Mean annual return

-9.92N/A

-4.35N/A

-7.03N/A

R-squared

3.78N/A

0N/A

0.17N/A

Standard deviation

76.28N/A

115.91N/A

114.51N/A

Sharpe ratio

-1.58N/A

-0.46N/A

-0.74N/A

Treynor ratio

0.99N/A

-28.72N/A

2.68N/A