Find A Portfolio/Ticker
Comparison Box
FXY: Invesco CurrencyShares® Japanese Yen Trust (ETF)
Basic Info 61.05 0.48(0.78%) December 09
Asset Class: | Single Currency |
MyPlanIQ Rating: | (41%) |
Start Date: | 02/13/2007 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.40% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 12/06/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/13/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.1 | -7.2 | -5.5 | -9.6 | -6.9 | -2.8 | -4.0 | -1.7 | -7.4 | -12.8 | -10.9 | 4.6 | 0.4 | 2.3 | 3.2 | 2.3 | -0.7 | -12.5 | -17.9 | -11.6 | 5.1 | 14.2 | -3.2 | 22.9 | 8.4 |
Sharpe Ratio | NA | -1.28 | -0.81 | -1.22 | -0.94 | -0.45 | NA | -0.27 | -1.14 | -1.16 | -1.91 | 0.47 | -0.18 | 0.15 | 0.3 | 0.17 | -0.09 | -1.55 | -1.47 | -1.56 | 0.57 | 1.34 | -0.24 | 1.4 | 0.66 |
Draw Down(%) | NA | 13.1 | 13.1 | 30.9 | 38.3 | 40.8 | NA | 56.0 | 16.1 | 24.7 | 11.5 | 8.3 | 4.4 | 8.7 | 5.6 | 15.5 | 7.6 | 17.1 | 17.9 | 12.5 | 7.6 | 6.6 | 12.3 | 12.0 | 6.5 |
Standard Deviation(%) | NA | 10.7 | 11.1 | 11.0 | 9.8 | 9.3 | NA | 10.2 | 10.3 | 12.3 | 5.7 | 9.3 | 5.7 | 6.7 | 8.7 | 12.6 | 8.3 | 8.1 | 12.2 | 7.5 | 8.8 | 10.6 | 13.5 | 15.6 | 10.1 |
Treynor Ratio | NA | 1.38 | 1.34 | -3.87 | 2.06 | 0.39 | NA | 0.17 | 14.16 | -1.7 | 2.65 | -0.41 | 0.04 | -0.07 | -0.04 | -0.06 | 0.03 | 0.34 | 0.48 | 0.81 | 1.73 | -0.54 | 0.2 | -0.86 | -0.16 |
Alpha | NA | -0.04 | -0.03 | -0.05 | -0.03 | -0.01 | NA | 0.0 | -0.04 | -0.05 | -0.04 | 0.03 | 0.02 | 0.0 | 0.06 | 0.03 | 0.0 | -0.03 | -0.03 | -0.04 | 0.02 | 0.07 | 0.01 | 0.04 | 0.03 |
Beta | NA | -0.1 | -0.07 | 0.03 | -0.04 | -0.11 | NA | -0.16 | -0.01 | 0.08 | -0.04 | -0.11 | -0.24 | -0.14 | -0.57 | -0.37 | -0.26 | -0.37 | -0.37 | -0.15 | 0.03 | -0.26 | -0.17 | -0.25 | -0.4 |
RSquared | NA | 0.01 | 0.01 | 0.0 | 0.01 | 0.04 | NA | 0.1 | 0.0 | 0.03 | 0.01 | 0.16 | 0.27 | 0.12 | 0.19 | 0.14 | 0.23 | 0.27 | 0.11 | 0.06 | 0.01 | 0.2 | 0.11 | 0.44 | 0.45 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/13/2007
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Single Currency Asset Class Trend Rankings |
Top Rated Funds in Single Currency
Best ETFs
- CYB (WisdomTree Chinese Yuan Strategy Fund) (100%)
- CNY (Market Vectors Chinese Renminbi/USD ETN) (99%)
- FXF (Invesco CurrencyShares® Swiss Franc Trust) 0.0% (96%)
- FXA (Invesco CurrencyShares® Australian Dollar Trust) 0.74% (93%)
- FXS (Invesco CurrencyShares Swedish Krona Trust) (76%)
- FXE (Invesco CurrencyShares® Euro Currency Trust) 0.13% (51%)
- FXC (Invesco CurrencyShares® Canadian Dollar Trust) 0.13% (46%)
- FXY (Invesco CurrencyShares® Japanese Yen Trust) 0.78% (41%)
- ERO (Ero Copper Corp) 4.37% (37%)
- GBB (iPath GBP/USD Exchange Rate ETN) (35%)