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