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CurrencyShares Singapore Dollar ETF (FXSG)

-NYSEArca
69.25 0.00(0.00%) Feb 15, 3:47PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXSGCategory
Alpha (against Standard Index)-10.74N/A
Beta (against Standard Index)29.72N/A
Mean Annual Return-0.29N/A
R-squared (against Standard Index)4.17N/A
Standard Deviation5.84N/A
Sharpe Ratio-0.62N/A
5 Years
StatisticFXSGCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticFXSGCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A