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ProFunds Basic Materials UltraSector Svc (BMPSX)
On
Dec 18
:
33.60
0.08
(0.24%)
MORE ON BMPSX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
41.73%
Worst 1 Yr Total Return
(2008)
:
-71.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BMPSX
Category
Alpha (against Standard Index)
14.92
0.06
Beta (against Standard Index)
2.19
1.00
Mean Annual Return
-8.97
-0.33
R-squared (against Standard Index)
78
95.82
Standard Deviation
49.10
20.42
Sharpe Ratio
0.03
N/A
Treynor Ratio
-5.14
N/A
5 Years
Statistic
BMPSX
Category
Alpha (against Standard Index)
6.16
0.04
Beta (against Standard Index)
2.17
1.01
Mean Annual Return
-1.68
0.17
R-squared (against Standard Index)
74
95.19
Standard Deviation
40.40
16.64
Sharpe Ratio
0.10
N/A
Treynor Ratio
-2.15
N/A
10 Years
Statistic
BMPSX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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