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ProFunds Bear Inv (BRPIX)
On
Dec 4
:
24.65
0.14
(0.56%)
MORE ON BRPIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2008)
:
39.78%
Worst 1 Yr Total Return
(2004)
:
-9.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BRPIX
Category
Alpha (against Standard Index)
-10.19
-18.07
Beta (against Standard Index)
9.36
9.14
Mean Annual Return
2.72
-0.32
R-squared (against Standard Index)
6
5.10
Standard Deviation
18.70
29.53
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.03
N/A
5 Years
Statistic
BRPIX
Category
Alpha (against Standard Index)
-9.71
-14.19
Beta (against Standard Index)
9.12
9.42
Mean Annual Return
-1.15
-0.36
R-squared (against Standard Index)
7
5.48
Standard Deviation
15.19
23.52
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-0.46
N/A
10 Years
Statistic
BRPIX
Category
Alpha (against Standard Index)
-4.88
-4.68
Beta (against Standard Index)
6.14
5.56
Mean Annual Return
0.44
0.13
R-squared (against Standard Index)
2
1.63
Standard Deviation
15.97
25.74
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.41
N/A
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