Invesco CurrencyShares Japanese Yen Trust (FXY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Japanese Yen Trust (FXY): 1Y return -7.9%, Sharpe ratio -0.96, volatility 7.9%, max drawdown -10.9%. 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: -0.3%, Sharpe: -0.38, Volatility: 8.8%, Max Drawdown: -1.7%
- YTD
- Return: -2.0%, Sharpe: -0.33, Volatility: 8.0%, Max Drawdown: -7.2%
- 1Y
- Return: -7.9%, Sharpe: -0.96, Volatility: 7.9%, Max Drawdown: -10.9%
- 5Y
- Return: -32.9%, Sharpe: -0.71, Volatility: 10.1%, Max Drawdown: -34.9%
- 10Y
- Return: -39.4%, Sharpe: -0.50, Volatility: 8.9%, Max Drawdown: -41.9%
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.