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    CurrencyShares British Pound Ster ETF (FXB)

    -NYSEArca
    121.72 Down 0.35(0.29%) Mar 24, 3:59PM EDT

    Risk as of Feb 27, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXBCategory
    Alpha (against Standard Index)-6.37N/A
    Beta (against Standard Index)-14.78N/A
    Mean Annual Return-0.82N/A
    R-squared (against Standard Index)0.45N/A
    Standard Deviation8.82N/A
    Sharpe Ratio-1.13N/A
    5 Years
    StatisticFXBCategory
    Alpha (against Standard Index)-4.36N/A
    Beta (against Standard Index)-2.78N/A
    Mean Annual Return-0.41N/A
    R-squared (against Standard Index)0.01N/A
    Standard Deviation8.49N/A
    Sharpe Ratio-0.60N/A
    10 Years
    StatisticFXBCategory
    Alpha (against Standard Index)-0.68N/A
    Beta (against Standard Index)-6.10N/A
    Mean Annual Return-0.30N/A
    R-squared (against Standard Index)3.75N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio0.75N/A