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iPath S&P 500 VIX ST Futures ETN (VXX)
Cboe US - Cboe US Real-time price. Currency in USD
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12.28
-0.13
(-1.05%)
At close: 04:00PM EDT
12.33
+0.05
(+0.41%)
After hours:
07:35PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
VXX
Category average
5 years
VXX
Category average
10 years
VXX
Category average
Alpha
-90.15
N/A
-46.56
N/A
0
N/A
BETA
-48.47
N/A
17.17
N/A
0
N/A
Mean annual return
-5.68
N/A
-3.72
N/A
0
N/A
R-squared
2.53
N/A
0.27
N/A
0
N/A
Standard deviation
47.54
N/A
72.78
N/A
0
N/A
Sharpe ratio
-1.49
N/A
-0.64
N/A
0
N/A
Treynor ratio
1.22
N/A
-3
N/A
0
N/A
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