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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
52.48 0.00(0.00%) Sep 26

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-16.13N/A
Beta (against Standard Index)18.86N/A
Mean Annual Return-0.89N/A
R-squared (against Standard Index)0.72N/A
Standard Deviation7.88N/A
Sharpe Ratio-1.36N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-6.60N/A
Beta (against Standard Index)15.78N/A
Mean Annual Return-0.21N/A
R-squared (against Standard Index)0.57N/A
Standard Deviation9.51N/A
Sharpe Ratio-0.27N/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