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ProFunds Consumer Goods UltraSector (CNPSX)
On
Dec 14
:
30.98
0.32
(1.04%)
MORE ON CNPSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.43%
Worst 1 Yr Total Return
(2008)
:
-40.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CNPSX
Category
Alpha (against Standard Index)
1.78
4.22
Beta (against Standard Index)
1.17
0.81
Mean Annual Return
-6.33
0.12
R-squared (against Standard Index)
84
81.19
Standard Deviation
25.30
17.83
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.35
N/A
5 Years
Statistic
CNPSX
Category
Alpha (against Standard Index)
-0.26
2.13
Beta (against Standard Index)
1.17
0.80
Mean Annual Return
-0.59
0.36
R-squared (against Standard Index)
82
77.50
Standard Deviation
20.61
14.49
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.06
N/A
10 Years
Statistic
CNPSX
Category
Alpha (against Standard Index)
N/A
4.57
Beta (against Standard Index)
N/A
0.64
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
51.61
Standard Deviation
N/A
14.36
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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