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ProFunds Large Cap Growth Inv (LGPIX)
On
Dec 18
:
34.55
0.23
(0.67%)
MORE ON LGPIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.60%
Worst 1 Yr Total Return
(2008)
:
-36.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LGPIX
Category
Alpha (against Standard Index)
0.20
2.20
Beta (against Standard Index)
0.91
0.99
Mean Annual Return
-4.83
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
18.52
21.04
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.80
N/A
5 Years
Statistic
LGPIX
Category
Alpha (against Standard Index)
-1.32
0.80
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-0.39
0.24
R-squared (against Standard Index)
95
86.59
Standard Deviation
15.13
17.50
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.68
N/A
10 Years
Statistic
LGPIX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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