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ProShares Ultra VIX Short-Term Futures (UVXY)

BATS - BATS Delayed price. Currency in USD
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16.01+0.03 (+0.19%)
At close: 04:00PM EDT
16.09 +0.08 (+0.50%)
After hours: 07:59PM EDT

Risk statistics

3 yearsUVXYCategory average
5 yearsUVXYCategory average
10 yearsUVXYCategory average
Alpha
-30.68N/A
-35.01N/A
-77.71N/A
Beta
4.04N/A
-46.14N/A
-63.12N/A
Mean annual return
-2.4N/A
-3.7N/A
-7.69N/A
R-squared
0N/A
0.44N/A
0.42N/A
Standard deviation
131.94N/A
117.74N/A
118.1N/A
Sharpe ratio
10.19N/A
9.67N/A
10.4N/A
Treynor ratio
-15.34N/A
1.4N/A
1.27N/A