• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.65% Nasdaq Down1.89%

    ProFunds Pharmaceuticals UltraSector Svc (PHPSX)

    21.88 Down 0.20(0.91%) Jan 27

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up8
    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)5.49-10.69
    Beta (against Standard Index)1.201.82
    Mean Annual Return2.372.00
    R-squared (against Standard Index)48.9161.31
    Standard Deviation15.6122.98
    Sharpe Ratio1.821.21
    Treynor Ratio25.7514.51
    5 Years
    StatisticPHPSXCategory
    Alpha (against Standard Index)9.28-8.66
    Beta (against Standard Index)0.821.80
    Mean Annual Return1.821.57
    R-squared (against Standard Index)39.9272.96
    Standard Deviation16.8628.29
    Sharpe Ratio1.290.74
    Treynor Ratio27.329.99
    10 Years
    StatisticPHPSXCategory
    Alpha (against Standard Index)2.96-3.42
    Beta (against Standard Index)0.941.72
    Mean Annual Return0.920.85
    R-squared (against Standard Index)46.9675.09
    Standard Deviation20.1630.22
    Sharpe Ratio0.470.31
    Treynor Ratio8.402.64