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  •  Dow Down0.70% Nasdaq Down0.55%

    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    82.77 Up 0.20(0.24%) 3:32PM EST - Nasdaq Real Time Price

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-24.57N/A
    Beta (against Standard Index)34.80N/A
    Mean Annual Return-1.23N/A
    R-squared (against Standard Index)2.14N/A
    Standard Deviation8.44N/A
    Sharpe Ratio-1.75N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-8.51N/A
    Beta (against Standard Index)13.51N/A
    Mean Annual Return-0.42N/A
    R-squared (against Standard Index)0.47N/A
    Standard Deviation8.92N/A
    Sharpe Ratio-0.58N/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