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iPath S&P 500 VIX MT Futures ETN (VXZ)

Cboe US - Cboe US Real-time price. Currency in USD
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13.24-0.26 (-1.93%)
At close: 03:59PM EDT

Risk statistics

3 yearsVXZCategory average
5 yearsVXZCategory average
10 yearsVXZCategory average
Alpha
-33.08N/A
-1.41N/A
0N/A
BETA
-21.32N/A
25.91N/A
0N/A
Mean annual return
-1.84N/A
0.04N/A
0N/A
R-squared
2.15N/A
2.25N/A
0N/A
Standard deviation
22.96N/A
37.96N/A
0N/A
Sharpe ratio
-1.08N/A
-0.04N/A
0N/A
Treynor ratio
1.18N/A
-0.29N/A
0N/A