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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
46.51 0.00(0.00%) Jan 29, 4:00PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-4.98N/A
Beta (against Standard Index)-24.82N/A
Mean Annual Return-0.83N/A
R-squared (against Standard Index)1.00N/A
Standard Deviation7.59N/A
Sharpe Ratio-1.33N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-6.18N/A
Beta (against Standard Index)-8.60N/A
Mean Annual Return-0.69N/A
R-squared (against Standard Index)0.17N/A
Standard Deviation8.14N/A
Sharpe Ratio-1.02N/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