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iPath S&P 500 VIX ST Futures ETN (VXX)


NYSEArca - Nasdaq Real Time Price. Currency in USD
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12.27-0.27 (-2.15%)
At close: 4:00PM EDT

12.27 0.00 (0.00%)
After hours: 6:23PM EDT

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Risk Statistics

3 YearsVXXCategory Average
5 YearsVXXCategory Average
10 YearsVXXCategory Average
Alpha
-0.9N/A
-0.89N/A
0N/A
Beta
1N/A
1N/A
0N/A
Mean Annual Return
-4.78N/A
-6.21N/A
0N/A
R-squared
100N/A
100N/A
0N/A
Standard Deviation
62.87N/A
56.04N/A
0N/A
Sharpe Ratio
-0.92N/A
-1.33N/A
0N/A
Treynor Ratio
-53.93N/A
-60.52N/A
0N/A