VXX - iPath® S&P 500 VIX Short-Term Futures™ ETN

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsVXXCategory Average
5 YearsVXXCategory Average
10 YearsVXXCategory Average
Alpha
-0.89N/A
-0.89N/A
0N/A
Beta
1N/A
1N/A
0N/A
Mean Annual Return
-4.21N/A
-4.06N/A
0N/A
R-squared
100N/A
100N/A
0N/A
Standard Deviation
67.08N/A
58.59N/A
0N/A
Sharpe Ratio
-0.76N/A
-0.84N/A
0N/A
Treynor Ratio
-51.72N/A
-48.59N/A
0N/A