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ProFunds UltraSector Oil & Gas Investor (ENPIX)

52.57 Down 1.32(2.45%) Nov 25

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up10
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2007):46.95%
Worst 1 Yr Total Return(Dec 30, 2008):-56.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticENPIXCategory
Alpha (against Standard Index)-20.64-10.66
Beta (against Standard Index)1.831.82
Mean Annual Return1.111.93
R-squared (against Standard Index)61.3562.00
Standard Deviation21.2022.88
Sharpe Ratio0.621.18
Treynor Ratio6.3314.22
5 Years
StatisticENPIXCategory
Alpha (against Standard Index)-15.14-7.49
Beta (against Standard Index)1.901.80
Mean Annual Return1.331.83
R-squared (against Standard Index)75.3172.94
Standard Deviation28.8228.61
Sharpe Ratio0.550.84
Treynor Ratio6.5412.05
10 Years
StatisticENPIXCategory
Alpha (against Standard Index)1.86-3.19
Beta (against Standard Index)1.581.73
Mean Annual Return1.270.94
R-squared (against Standard Index)50.6475.28
Standard Deviation32.8030.30
Sharpe Ratio0.420.34
Treynor Ratio5.453.28