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    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    78.08 Down 0.22(0.28%) Aug 4, 4:00PM EDT

    Risk as of Jun 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-32.87N/A
    Beta (against Standard Index)76.60N/A
    Mean Annual Return-1.19N/A
    R-squared (against Standard Index)4.02N/A
    Standard Deviation7.87N/A
    Sharpe Ratio-1.82N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-14.98N/A
    Beta (against Standard Index)31.43N/A
    Mean Annual Return-0.54N/A
    R-squared (against Standard Index)1.97N/A
    Standard Deviation8.47N/A
    Sharpe Ratio-0.78N/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