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ProFunds Banks UltraSector Inv (BKPIX)
On
Dec 18
:
6.03
0.20
(3.43%)
MORE ON BKPIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
20.78%
Worst 1 Yr Total Return
(2008)
:
-69.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BKPIX
Category
Alpha (against Standard Index)
-27.21
-6.82
Beta (against Standard Index)
2.23
1.25
Mean Annual Return
-45.62
-1.03
R-squared (against Standard Index)
52
74.94
Standard Deviation
61.03
28.68
Sharpe Ratio
-0.67
N/A
Treynor Ratio
-21.48
N/A
5 Years
Statistic
BKPIX
Category
Alpha (against Standard Index)
-21.16
-5.00
Beta (against Standard Index)
2.13
1.23
Mean Annual Return
-28.64
-0.27
R-squared (against Standard Index)
50
72.88
Standard Deviation
48.11
23.25
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-14.87
N/A
10 Years
Statistic
BKPIX
Category
Alpha (against Standard Index)
N/A
3.88
Beta (against Standard Index)
N/A
0.91
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
54.16
Standard Deviation
N/A
20.04
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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