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    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    79.91 Down 0.33(0.41%) Aug 28, 4:00PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-25.65N/A
    Beta (against Standard Index)43.17N/A
    Mean Annual Return-1.28N/A
    R-squared (against Standard Index)1.08N/A
    Standard Deviation7.62N/A
    Sharpe Ratio-2.03N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-13.61N/A
    Beta (against Standard Index)24.37N/A
    Mean Annual Return-0.60N/A
    R-squared (against Standard Index)1.08N/A
    Standard Deviation8.39N/A
    Sharpe Ratio-0.86N/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