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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
53.92 Up 0.87(1.64%) Oct 16 - Nasdaq Real Time Price

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-20.12N/A
Beta (against Standard Index)27.33N/A
Mean Annual Return-1.02N/A
R-squared (against Standard Index)1.35N/A
Standard Deviation8.33N/A
Sharpe Ratio-1.48N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-8.15N/A
Beta (against Standard Index)14.90N/A
Mean Annual Return-0.36N/A
R-squared (against Standard Index)0.49N/A
Standard Deviation9.64N/A
Sharpe Ratio-0.46N/A
10 Years
StatisticJYNCategory
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