VXX - iPath S&P 500 VIX ST 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
-5.47N/A
-5.41N/A
0N/A
R-squared
100N/A
100N/A
0N/A
Standard Deviation
61.64N/A
54.77N/A
0N/A
Sharpe Ratio
-1.07N/A
-1.19N/A
0N/A
Treynor Ratio
-57.6N/A
-55.91N/A
0N/A