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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
49.82 Up 0.21(0.41%) Feb 22 - Nasdaq Real Time Price

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-12.25N/A
Beta (against Standard Index)36.26N/A
Mean Annual Return-0.28N/A
R-squared (against Standard Index)1.56N/A
Standard Deviation11.64N/A
Sharpe Ratio-0.30N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-13.82N/A
Beta (against Standard Index)21.49N/A
Mean Annual Return-0.67N/A
R-squared (against Standard Index)0.56N/A
Standard Deviation10.78N/A
Sharpe Ratio-0.76N/A
10 Years
StatisticJYNCategory
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