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ProFunds Mid Cap Growth Inv (MGPIX)
On
Dec 17
:
33.48
0.42
(1.24%)
MORE ON MGPIX
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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
(2007)
:
11.68%
Worst 1 Yr Total Return
(2008)
:
-38.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGPIX
Category
Alpha (against Standard Index)
3.66
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-3.73
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
23.44
23.41
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.40
N/A
5 Years
Statistic
MGPIX
Category
Alpha (against Standard Index)
1.80
1.56
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
1.79
0.29
R-squared (against Standard Index)
86
80.86
Standard Deviation
19.40
19.91
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.07
N/A
10 Years
Statistic
MGPIX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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