• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.29% Nasdaq Down0.03%

    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    79.91 Down 0.39(0.49%) May 22, 4:00PM EDT

    Risk as of Apr 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-33.82N/A
    Beta (against Standard Index)81.49N/A
    Mean Annual Return-1.13N/A
    R-squared (against Standard Index)5.60N/A
    Standard Deviation7.80N/A
    Sharpe Ratio-1.74N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-7.58N/A
    Beta (against Standard Index)10.20N/A
    Mean Annual Return-0.40N/A
    R-squared (against Standard Index)0.26N/A
    Standard Deviation8.61N/A
    Sharpe Ratio-0.57N/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