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Invesco CurrencyShares Japanese Yen (FXY)

NYSEArca - NYSEArca Delayed price. Currency in USD
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89.68+0.02 (+0.02%)
At close: 4:00PM EDT

Risk statistics

3 yearsFXYCategory average
5 yearsFXYCategory average
10 yearsFXYCategory average
Alpha
-1.28N/A
0.52N/A
-4.06N/A
Beta
1.52N/A
2.14N/A
4.68N/A
Mean annual return
0.08N/A
0.2N/A
-0.17N/A
R-squared
0.3N/A
0.15N/A
0.37N/A
Standard deviation
5.43N/A
8.56N/A
8.58N/A
Sharpe ratio
-0.13N/A
0.14N/A
-0.31N/A
Treynor ratio
-0.56N/A
0.41N/A
-0.64N/A