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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
56.86 Apr 9, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-8.43N/A
Beta (against Standard Index)2.59N/A
Mean Annual Return-0.64N/A
R-squared (against Standard Index)0.01N/A
Standard Deviation8.64N/A
Sharpe Ratio-0.89N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-7.21N/A
Beta (against Standard Index)18.83N/A
Mean Annual Return-0.09N/A
R-squared (against Standard Index)2.75N/A
Standard Deviation9.68N/A
Sharpe Ratio-0.12N/A