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ETFS Foreign Exchange Limited - ETFS G10 vs USD Multi Strategy FX Basket Security (ENFX.L)

11.25 +0.10 (+0.90%)
At close: September 16 at 4:16:31 PM GMT+1

ETF Summary

The ETFS G10 vs USD Multi Strategy FX Basket (ENFX) is designed to provide investors access to four different currency methodologies combined into one basket product by tracking the G10 Multi FX Enhanced Basket Index (USD) (the "Index"). Each methodology (see 'About the Index' below) is given an equal volatility adjusted weight.

Risk Overview

Performance & Risk

YTD Return 13.29%
5y Average Return 2.62%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
ENFX.LCategory AverageENFX.LCategory AverageENFX.LCategory Average
Alpha 0 -- 0 -- -- --
BETA 0 -- 0 -- -- --
Mean Annual Return 0.34 -- 0.21 -- -- --
R-squared 0 -- 0 -- -- --
Standard Deviation 7.22 -- 8.98 -- -- --
Sharpe Ratio 0.34 -- 0.17 -- -- --
Treynor Ratio 0 -- 0 -- -- --

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