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iPath JPY/USD Exchange Rate ETN (JYN)

-NYSEArca
51.10 Down 1.95(3.68%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJYNCategory
Alpha (against Standard Index)-20.83N/A
Beta (against Standard Index)28.55N/A
Mean Annual Return-1.05N/A
R-squared (against Standard Index)1.47N/A
Standard Deviation8.36N/A
Sharpe Ratio-1.51N/A
5 Years
StatisticJYNCategory
Alpha (against Standard Index)-8.41N/A
Beta (against Standard Index)14.98N/A
Mean Annual Return-0.38N/A
R-squared (against Standard Index)0.49N/A
Standard Deviation9.68N/A
Sharpe Ratio-0.48N/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