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ProFunds Industrial Ultra Sector Inv (IDPIX)

68.04 Down 0.12(0.18%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):62.25%
Worst 1 Yr Total Return(Dec 30, 2008):-57.79%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDPIXCategory
Alpha (against Standard Index)-6.53-11.64
Beta (against Standard Index)1.801.87
Mean Annual Return1.921.58
R-squared (against Standard Index)89.8871.46
Standard Deviation23.2128.01
Sharpe Ratio0.990.79
Treynor Ratio12.3910.98
5 Years
StatisticIDPIXCategory
Alpha (against Standard Index)-4.77-7.48
Beta (against Standard Index)1.881.81
Mean Annual Return2.171.85
R-squared (against Standard Index)91.1772.73
Standard Deviation25.9128.80
Sharpe Ratio1.000.84
Treynor Ratio13.4611.83
10 Years
StatisticIDPIXCategory
Alpha (against Standard Index)-3.04-2.91
Beta (against Standard Index)1.841.70
Mean Annual Return0.980.91
R-squared (against Standard Index)90.2173.70
Standard Deviation28.3630.10
Sharpe Ratio0.360.33
Treynor Ratio3.463.20