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CurrencyShares Swedish Krona Trust (FXS)

-NYSEArca
117.30 Down 0.56(0.48%) May 27, 4:00PM EDT

Risk as of Apr 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXSCategory
Alpha (against Standard Index)-6.64N/A
Beta (against Standard Index)-3.04N/A
Mean Annual Return-0.60N/A
R-squared (against Standard Index)0.01N/A
Standard Deviation8.93N/A
Sharpe Ratio-0.82N/A
5 Years
StatisticFXSCategory
Alpha (against Standard Index)-14.15N/A
Beta (against Standard Index)35.16N/A
Mean Annual Return-0.43N/A
R-squared (against Standard Index)1.86N/A
Standard Deviation9.98N/A
Sharpe Ratio-0.52N/A
10 Years
StatisticFXSCategory
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