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ProFunds Pharmaceuticals UltraSector Svc (PHPSX)

19.97 Up 0.02(0.10%) Aug 21

Risk as of Jul 30, 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)13.81-11.64
Beta (against Standard Index)0.861.87
Mean Annual Return2.331.58
R-squared (against Standard Index)42.9771.46
Standard Deviation16.0228.01
Sharpe Ratio1.740.79
Treynor Ratio35.0610.98
5 Years
StatisticPHPSXCategory
Alpha (against Standard Index)9.37-7.48
Beta (against Standard Index)0.861.81
Mean Annual Return1.961.85
R-squared (against Standard Index)41.5072.73
Standard Deviation17.5328.80
Sharpe Ratio1.340.84
Treynor Ratio28.3511.83
10 Years
StatisticPHPSXCategory
Alpha (against Standard Index)0.88-2.91
Beta (against Standard Index)0.931.70
Mean Annual Return0.770.91
R-squared (against Standard Index)44.3673.70
Standard Deviation20.4330.10
Sharpe Ratio0.370.33
Treynor Ratio6.193.20