FXY - Invesco CurrencyShares Japanese Yen Trust

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFXYCategory Average
5 YearsFXYCategory Average
10 YearsFXYCategory Average
Alpha
-2.44N/A
-2.43N/A
-3.88N/A
Beta
-6.31N/A
1.78N/A
8.85N/A
Mean Annual Return
-0.18N/A
-0.09N/A
-0.11N/A
R-squared
0.49N/A
0.02N/A
0.33N/A
Standard Deviation
7.74N/A
9.44N/A
9.4N/A
Sharpe Ratio
-0.47N/A
-0.22N/A
-0.19N/A
Treynor Ratio
0.62N/A
-1.4N/A
-0.26N/A