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    CurrencyShares Japanese Yen ETF (FXY)

    80.92 Down 0.67(0.82%) Mar 30, 4:00PM EDT
    |Pre-Market : 80.91 Up 0.04 (0.05%) 4:05PM EDT - Nasdaq Real Time Price

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-36.01N/A
    Beta (against Standard Index)88.90N/A
    Mean Annual Return-1.08N/A
    R-squared (against Standard Index)7.70N/A
    Standard Deviation8.12N/A
    Sharpe Ratio-1.61N/A
    5 Years
    Alpha (against Standard Index)-10.71N/A
    Beta (against Standard Index)18.61N/A
    Mean Annual Return-0.49N/A
    R-squared (against Standard Index)0.90N/A
    Standard Deviation8.84N/A
    Sharpe Ratio-0.68N/A
    10 Years
    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