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ProShares UltraShort Industrials (SIJ)

-NYSEArca
23.80 0.00(0.00%) Feb 16, 8:00PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSIJCategory
Alpha (against Standard Index)-1.81N/A
Beta (against Standard Index)-2.07N/A
Mean Annual Return-1.99N/A
R-squared (against Standard Index)86.40N/A
Standard Deviation23.30N/A
Sharpe Ratio-1.03N/A
5 Years
StatisticSIJCategory
Alpha (against Standard Index)-3.76N/A
Beta (against Standard Index)-2.05N/A
Mean Annual Return-2.63N/A
R-squared (against Standard Index)85.85N/A
Standard Deviation22.66N/A
Sharpe Ratio-1.40N/A
10 Years
StatisticSIJCategory
Alpha (against Standard Index)-8.14N/A
Beta (against Standard Index)-2.30N/A
Mean Annual Return-2.02N/A
R-squared (against Standard Index)89.31N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio12.02N/A