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iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ)

Cboe US - Cboe US Real-time price. Currency in USD
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12.78-0.17 (-1.35%)
At close: 03:58PM EDT
12.78 0.00 (0.00%)
After hours: 07:56PM EDT

Risk statistics

3 yearsVXZCategory average
5 yearsVXZCategory average
10 yearsVXZCategory average
Alpha
-34.28N/A
-1.39N/A
0N/A
BETA
-22.42N/A
26.33N/A
0N/A
Mean annual return
-1.87N/A
0.03N/A
0N/A
R-squared
2.3N/A
2.32N/A
0N/A
Standard deviation
22.96N/A
37.97N/A
0N/A
Sharpe ratio
-1.1N/A
-0.05N/A
0N/A
Treynor ratio
1.14N/A
-0.29N/A
0N/A