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    CurrencyShares Swiss Franc ETF (FXF)

    -NYSEArca
    100.74 Up 0.46(0.46%) Aug 28, 4:00PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXFCategory
    Alpha (against Standard Index)-35.26N/A
    Beta (against Standard Index)150.23N/A
    Mean Annual Return0.03N/A
    R-squared (against Standard Index)11.16N/A
    Standard Deviation8.26N/A
    Sharpe Ratio0.03N/A
    5 Years
    StatisticFXFCategory
    Alpha (against Standard Index)-9.75N/A
    Beta (against Standard Index)44.10N/A
    Mean Annual Return0.15N/A
    R-squared (against Standard Index)2.05N/A
    Standard Deviation11.03N/A
    Sharpe Ratio0.16N/A
    10 Years
    StatisticFXFCategory
    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