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CurrencyShares Japanese Yen ETF (FXY)

-NYSEArca
90.88 0.01(0.01%) Sep 16, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXYCategory
Alpha (against Standard Index)-15.53N/A
Beta (against Standard Index)18.18N/A
Mean Annual Return-0.86N/A
R-squared (against Standard Index)0.70N/A
Standard Deviation7.71N/A
Sharpe Ratio-1.34N/A
5 Years
StatisticFXYCategory
Alpha (against Standard Index)-6.27N/A
Beta (against Standard Index)15.53N/A
Mean Annual Return-0.19N/A
R-squared (against Standard Index)0.56N/A
Standard Deviation9.36N/A
Sharpe Ratio-0.25N/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