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CurrencyShares Australian Dollar ETF (FXA)

-NYSEArca
88.06 Up 0.43(0.49%) Oct 24, 4:00PM EDT
|After Hours : 88.03 Down 0.03 (0.03%) Oct 24, 4:59PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXACategory
Alpha (against Standard Index)-18.00N/A
Beta (against Standard Index)61.36N/A
Mean Annual Return-0.03N/A
R-squared (against Standard Index)3.25N/A
Standard Deviation12.07N/A
Sharpe Ratio-0.04N/A
5 Years
StatisticFXACategory
Alpha (against Standard Index)-12.03N/A
Beta (against Standard Index)61.39N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)4.35N/A
Standard Deviation13.31N/A
Sharpe Ratio0.26N/A
10 Years
StatisticFXACategory
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