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    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    81.90 Down 0.05(0.06%) 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-25.86N/A
    Beta (against Standard Index)40.70N/A
    Mean Annual Return-1.18N/A
    R-squared (against Standard Index)2.82N/A
    Standard Deviation8.53N/A
    Sharpe Ratio-1.66N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-10.28N/A
    Beta (against Standard Index)15.33N/A
    Mean Annual Return-0.53N/A
    R-squared (against Standard Index)0.54N/A
    Standard Deviation9.47N/A
    Sharpe Ratio-0.68N/A
    10 Years
    StatisticFXYCategory
    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