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ProFunds Mid Cap Inv (MDPIX)
On
Dec 18
:
37.55
0.18
(0.48%)
MORE ON MDPIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.60%
Worst 1 Yr Total Return
(2008)
:
-38.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDPIX
Category
Alpha (against Standard Index)
1.11
1.45
Beta (against Standard Index)
1.14
1.13
Mean Annual Return
-6.31
-0.27
R-squared (against Standard Index)
92
88.11
Standard Deviation
23.51
23.88
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.56
N/A
5 Years
Statistic
MDPIX
Category
Alpha (against Standard Index)
0.61
1.17
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
0.55
0.26
R-squared (against Standard Index)
90
86.34
Standard Deviation
19.46
19.90
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.12
N/A
10 Years
Statistic
MDPIX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
73.17
Standard Deviation
N/A
19.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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