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    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    81.67 Down 0.06(0.07%) 1:08PM EDT - Nasdaq Real Time Price

    Risk as of Mar 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-39.26N/A
    Beta (against Standard Index)105.34N/A
    Mean Annual Return-1.05N/A
    R-squared (against Standard Index)9.58N/A
    Standard Deviation8.13N/A
    Sharpe Ratio-1.55N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-7.72N/A
    Beta (against Standard Index)10.26N/A
    Mean Annual Return-0.42N/A
    R-squared (against Standard Index)0.28N/A
    Standard Deviation8.60N/A
    Sharpe Ratio-0.59N/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