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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 FXY on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,008 for a total return of roughly -19.92%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
-19.92%
259.57%
S&P 500

FXYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.28%
YTD-6.16%
6M-3.78%
1Y-1.50%
5Y-0.82%
10Y-3.03%

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 -0.32. 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.


-2.00-1.000.001.002.0020122014201620182020
-0.32

FXYDividends


FXY doesn't pay dividends

FXYDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-34.02%

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 {{portfolioName}} 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 5.29%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%20122014201620182020
5.29%

Portfolios with Invesco CurrencyShares® Japanese Yen Trust


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