Invesco CurrencyShares Japanese Yen Trust (FXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Japanese Yen Trust (FXY): 1Y return -4.8%, Sharpe ratio -0.55, volatility 8.0%, max drawdown -8.4%. A ETF in the Currency asset class. Compare FXY with other assets and invest through your own broker with pfolio.
Invesco CurrencyShares Japanese Yen Trust (FXY) Overview
- Type: ETF
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: USD
FXY Performance
- MTD
- Return: -0.8%, Sharpe: -7.24, Volatility: 3.4%, Max Drawdown: -0.8%
- YTD
- Return: -1.5%, Sharpe: -0.19, Volatility: 8.3%, Max Drawdown: -7.2%
- 1Y
- Return: -4.8%, Sharpe: -0.55, Volatility: 8.0%, Max Drawdown: -8.4%
- 5Y
- Return: -30.1%, Sharpe: -0.63, Volatility: 10.2%, Max Drawdown: -32.8%
- 10Y
- Return: -37.6%, Sharpe: -0.47, Volatility: 8.9%, Max Drawdown: -40.3%
Frequently Asked Questions
- What is Invesco CurrencyShares Japanese Yen Trust (FXY)?
- Invesco CurrencyShares Japanese Yen Trust (FXY) is a ETF in the Currency asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does FXY compare to other assets?
- You can compare FXY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FXY through pfolio?
- pfolio helps you build diversified portfolios that may include FXY. You invest through your own broker — pfolio provides the analytics.