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ProFunds Industrial Ultra Sector Svc (IDPSX)
On
Dec 21
:
25.15
0.32
(1.29%)
MORE ON IDPSX
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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:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.40%
Worst 1 Yr Total Return
(2008)
:
-58.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDPSX
Category
Alpha (against Standard Index)
0.28
2.53
Beta (against Standard Index)
1.85
1.29
Mean Annual Return
-15.40
-0.27
R-squared (against Standard Index)
92
81.62
Standard Deviation
38.34
28.43
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-9.54
N/A
5 Years
Statistic
IDPSX
Category
Alpha (against Standard Index)
-3.01
1.60
Beta (against Standard Index)
1.83
1.30
Mean Annual Return
-6.60
0.28
R-squared (against Standard Index)
89
76.94
Standard Deviation
31.02
23.87
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.25
N/A
10 Years
Statistic
IDPSX
Category
Alpha (against Standard Index)
N/A
6.92
Beta (against Standard Index)
N/A
1.10
Mean Annual Return
N/A
0.62
R-squared (against Standard Index)
N/A
69.58
Standard Deviation
N/A
21.44
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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