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Invesco CurrencyShares® Japanese Yen Trust

FXY
ETF · Currency in USD
ISIN
US46138W1071
CUSIP
46138W107
Issuer
Invesco
Inception Date
Feb 12, 2007
Region
Developed Asia Pacific (Japan)
Category
Currency
Expense Ratio
0.40%
Index Tracked
Japanese Yen
ETF Home Page
www.invesco.com
Asset Class
Currency

FXYPrice Chart


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FXYPerformance

The chart shows the growth of $10,000 invested in Invesco CurrencyShares® Japanese Yen Trust on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,729 for a total return of roughly -22.71%. All prices are adjusted for splits and dividends.


FXY (Invesco CurrencyShares® Japanese Yen Trust)
Benchmark (S&P 500)

FXYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.74%
6M-5.03%
YTD-9.42%
1Y-8.36%
5Y-2.28%
10Y-4.38%

FXYMonthly Returns Heatmap


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FXYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco CurrencyShares® Japanese Yen Trust Sharpe ratio is -1.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FXY (Invesco CurrencyShares® Japanese Yen Trust)
Benchmark (S&P 500)

FXYDividends


Invesco CurrencyShares® Japanese Yen Trust doesn't pay dividends

FXYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FXY (Invesco CurrencyShares® Japanese Yen Trust)
Benchmark (S&P 500)

FXYWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco CurrencyShares® Japanese Yen Trust. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco CurrencyShares® Japanese Yen Trust is 40.59%, recorded on Jun 5, 2015. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.59%Oct 31, 2011904Jun 5, 2015
-7.63%Mar 18, 201114Apr 6, 201172Jul 20, 201186
-6.6%Mar 4, 201042May 3, 201042Jul 1, 201084
-4.53%Nov 1, 201032Dec 15, 201062Mar 16, 201194
-3.21%Sep 15, 20102Sep 16, 201014Oct 6, 201016
-2.97%Feb 5, 201010Feb 19, 20105Feb 26, 201015
-2.69%Aug 1, 20114Aug 4, 20113Aug 9, 20117
-1.64%Jan 6, 20102Jan 7, 20103Jan 12, 20105
-1.55%Aug 22, 201111Sep 6, 201110Sep 20, 201121
-1.5%Jan 27, 20106Feb 3, 20101Feb 4, 20107

FXYVolatility Chart

Current Invesco CurrencyShares® Japanese Yen Trust volatility is 5.18%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FXY (Invesco CurrencyShares® Japanese Yen Trust)
Benchmark (S&P 500)

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