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ProFunds Pharmaceuticals UltraSector Svc (PHPSX)

19.03 Up 0.35(1.87%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):49.05%
Worst 1 Yr Total Return(Dec 30, 2002):-35.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPHPSXCategory
Alpha (against Standard Index)12.66-10.76
Beta (against Standard Index)0.921.83
Mean Annual Return2.692.36
R-squared (against Standard Index)39.1666.53
Standard Deviation15.4625.19
Sharpe Ratio2.081.27
Treynor Ratio39.2518.36
5 Years
StatisticPHPSXCategory
Alpha (against Standard Index)10.45-8.09
Beta (against Standard Index)0.861.81
Mean Annual Return1.981.66
R-squared (against Standard Index)41.3673.23
Standard Deviation17.5728.81
Sharpe Ratio1.350.76
Treynor Ratio28.7510.46
10 Years
StatisticPHPSXCategory
Alpha (against Standard Index)2.18-3.09
Beta (against Standard Index)0.931.73
Mean Annual Return0.880.93
R-squared (against Standard Index)45.6875.29
Standard Deviation20.2230.26
Sharpe Ratio0.450.34
Treynor Ratio7.893.23