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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
56.17 0.00(0.00%) Aug 14

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-12.60N/A
Beta (against Standard Index)8.96N/A
Mean Annual Return-0.84N/A
R-squared (against Standard Index)0.17N/A
Standard Deviation7.95N/A
Sharpe Ratio-1.27N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-7.65N/A
Beta (against Standard Index)22.20N/A
Mean Annual Return-0.15N/A
R-squared (against Standard Index)1.22N/A
Standard Deviation9.58N/A
Sharpe Ratio-0.19N/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