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    CurrencyShares Japanese Yen ETF (FXY)

    -NYSEArca
    81.28 Down 0.09(0.11%) Feb 27, 4:00PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-19.57N/A
    Beta (against Standard Index)19.23N/A
    Mean Annual Return-1.20N/A
    R-squared (against Standard Index)0.42N/A
    Standard Deviation8.57N/A
    Sharpe Ratio-1.68N/A
    5 Years
    StatisticFXYCategory
    Alpha (against Standard Index)-9.07N/A
    Beta (against Standard Index)15.18N/A
    Mean Annual Return-0.43N/A
    R-squared (against Standard Index)0.60N/A
    Standard Deviation8.89N/A
    Sharpe Ratio-0.59N/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