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CurrencyShares Japanese Yen ETF (FXY)

-NYSEArca
94.68 Aug 19, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXYCategory
Alpha (against Standard Index)-12.07N/A
Beta (against Standard Index)8.49N/A
Mean Annual Return-0.80N/A
R-squared (against Standard Index)0.16N/A
Standard Deviation7.78N/A
Sharpe Ratio-1.24N/A
5 Years
StatisticFXYCategory
Alpha (against Standard Index)-7.30N/A
Beta (against Standard Index)21.84N/A
Mean Annual Return-0.13N/A
R-squared (against Standard Index)1.22N/A
Standard Deviation9.43N/A
Sharpe Ratio-0.17N/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