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    CurrencyShares Swiss Franc ETF (FXF)

    -NYSEArca
    105.62 1.92(1.79%) Jan 29, 4:00PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXFCategory
    Alpha (against Standard Index)-13.77N/A
    Beta (against Standard Index)41.20N/A
    Mean Annual Return-0.18N/A
    R-squared (against Standard Index)3.79N/A
    Standard Deviation7.50N/A
    Sharpe Ratio-0.29N/A
    5 Years
    StatisticFXFCategory
    Alpha (against Standard Index)-18.58N/A
    Beta (against Standard Index)77.96N/A
    Mean Annual Return0.09N/A
    R-squared (against Standard Index)9.85N/A
    Standard Deviation11.27N/A
    Sharpe Ratio0.08N/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