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ProFunds Pharmaceuticals UltraSector Svc (PHPSX)

22.21 Up 0.10(0.45%) Nov 21

Risk as of Oct 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)10.57-10.66
Beta (against Standard Index)1.121.82
Mean Annual Return2.611.93
R-squared (against Standard Index)43.8962.00
Standard Deviation15.3522.88
Sharpe Ratio2.041.18
Treynor Ratio31.0414.22
5 Years
StatisticPHPSXCategory
Alpha (against Standard Index)10.55-7.49
Beta (against Standard Index)0.861.80
Mean Annual Return2.051.83
R-squared (against Standard Index)41.0672.94
Standard Deviation17.5228.61
Sharpe Ratio1.400.84
Treynor Ratio29.9712.05
10 Years
StatisticPHPSXCategory
Alpha (against Standard Index)2.76-3.19
Beta (against Standard Index)0.931.73
Mean Annual Return0.940.94
R-squared (against Standard Index)46.1575.28
Standard Deviation20.1830.30
Sharpe Ratio0.480.34
Treynor Ratio8.683.28