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CurrencyShares Japanese Yen Trust (FXY)

-NYSEArca
95.28 Down 0.07(0.07%) Apr 17, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXYCategory
Alpha (against Standard Index)-7.95N/A
Beta (against Standard Index)2.17N/A
Mean Annual Return-0.61N/A
R-squared (against Standard Index)0.01N/A
Standard Deviation8.47N/A
Sharpe Ratio-0.86N/A
5 Years
StatisticFXYCategory
Alpha (against Standard Index)-6.89N/A
Beta (against Standard Index)18.58N/A
Mean Annual Return-0.07N/A
R-squared (against Standard Index)2.76N/A
Standard Deviation9.54N/A
Sharpe Ratio-0.09N/A