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
-4.09N/A
-4.4N/A
0N/A
R-squared
100N/A
100N/A
0N/A
Standard Deviation
66.88N/A
58.72N/A
0N/A
Sharpe Ratio
-0.74N/A
-0.91N/A
0N/A
Treynor Ratio
-51N/A
-50.86N/A
0N/A