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ProFunds Internet UltraSector Inv (INPIX)
On
Dec 18
:
77.02
1.73
(2.30%)
MORE ON INPIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
30.68%
Worst 1 Yr Total Return
(2008)
:
-62.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INPIX
Category
Alpha (against Standard Index)
11.59
6.38
Beta (against Standard Index)
1.79
1.13
Mean Annual Return
-5.60
0.14
R-squared (against Standard Index)
76
78.37
Standard Deviation
40.76
25.34
Sharpe Ratio
0.01
N/A
Treynor Ratio
-4.40
N/A
5 Years
Statistic
INPIX
Category
Alpha (against Standard Index)
6.50
3.18
Beta (against Standard Index)
1.87
1.18
Mean Annual Return
0.77
0.42
R-squared (against Standard Index)
66
73.49
Standard Deviation
36.91
22.16
Sharpe Ratio
0.13
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
INPIX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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