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iPath S&P 500 Dynamic VIX ETN (XVZ)
Cboe US - Cboe US Real-time price. Currency in USD
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38.38
+0.11
(+0.29%)
At close: 12:28PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
XVZ
Category average
5 years
XVZ
Category average
10 years
XVZ
Category average
Alpha
21.51
N/A
0.67
N/A
0
N/A
BETA
23.11
N/A
33.37
N/A
0
N/A
Mean annual return
2.7
N/A
1.03
N/A
0
N/A
R-squared
0.61
N/A
1.46
N/A
0
N/A
Standard deviation
53.2
N/A
42.12
N/A
0
N/A
Sharpe ratio
0.58
N/A
0.26
N/A
0
N/A
Treynor ratio
1.07
N/A
0.16
N/A
0
N/A
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