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CurrencyShares Australian Dollar ETF (FXA)

-NYSEArca
94.07 Down 0.25(0.27%) Jul 25, 4:00PM EDT
|After Hours : 94.10 Up 0.03 (0.03%) Jul 25, 4:10PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXACategory
Alpha (against Standard Index)-18.89N/A
Beta (against Standard Index)64.19N/A
Mean Annual Return-0.07N/A
R-squared (against Standard Index)3.48N/A
Standard Deviation12.78N/A
Sharpe Ratio-0.07N/A
5 Years
StatisticFXACategory
Alpha (against Standard Index)-9.40N/A
Beta (against Standard Index)59.77N/A
Mean Annual Return0.57N/A
R-squared (against Standard Index)5.17N/A
Standard Deviation13.15N/A
Sharpe Ratio0.51N/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