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ProFunds Large Cap Value Inv (LVPIX)
On
Dec 21
:
33.47
0.36
(1.09%)
MORE ON LVPIX
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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:
2
Best 1 Yr Total Return
(2006)
:
18.83%
Worst 1 Yr Total Return
(2008)
:
-40.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LVPIX
Category
Alpha (against Standard Index)
-4.36
-1.37
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
-10.80
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
22.16
20.79
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.96
N/A
5 Years
Statistic
LVPIX
Category
Alpha (against Standard Index)
-2.85
-0.29
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
-2.51
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
17.84
16.81
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.06
N/A
10 Years
Statistic
LVPIX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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