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 Dow Down0.72% Nasdaq Down0.50%

iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
56.53 Up 0.06(0.11%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-6.83N/A
Beta (against Standard Index)-4.26N/A
Mean Annual Return-0.66N/A
R-squared (against Standard Index)0.03N/A
Standard Deviation8.54N/A
Sharpe Ratio-0.94N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-7.60N/A
Beta (against Standard Index)23.43N/A
Mean Annual Return-0.10N/A
R-squared (against Standard Index)1.50N/A
Standard Deviation9.58N/A
Sharpe Ratio-0.13N/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