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ProFunds Mid Cap Svc (MDPSX)
On
Dec 18
:
34.96
0.17
(0.49%)
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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)
:
13.45%
Worst 1 Yr Total Return
(2008)
:
-38.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDPSX
Category
Alpha (against Standard Index)
0.09
1.45
Beta (against Standard Index)
1.13
1.13
Mean Annual Return
-7.26
-0.27
R-squared (against Standard Index)
92
88.11
Standard Deviation
23.48
23.88
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.40
N/A
5 Years
Statistic
MDPSX
Category
Alpha (against Standard Index)
-0.41
1.17
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-0.47
0.26
R-squared (against Standard Index)
90
86.34
Standard Deviation
19.43
19.90
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.01
N/A
10 Years
Statistic
MDPSX
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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