Dow Down1.29% Nasdaq Down3.25%

CurrencyShares Japanese Yen ETF (FXY)

-NYSEArca
82.80 Down 0.15(0.18%) Feb 5, 4:00PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXYCategory
Alpha (against Standard Index)-4.74N/A
Beta (against Standard Index)-23.61N/A
Mean Annual Return-0.79N/A
R-squared (against Standard Index)0.97N/A
Standard Deviation7.33N/A
Sharpe Ratio-1.31N/A
5 Years
StatisticFXYCategory
Alpha (against Standard Index)-5.81N/A
Beta (against Standard Index)-8.44N/A
Mean Annual Return-0.66N/A
R-squared (against Standard Index)0.17N/A
Standard Deviation7.93N/A
Sharpe Ratio-1.00N/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