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ProFunds Pharmaceuticals UltraSector Svc (PHPSX)

20.83 Down 0.14(0.67%) Sep 30

Risk as of Aug 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)11.96-11.16
Beta (against Standard Index)0.921.86
Mean Annual Return2.492.09
R-squared (against Standard Index)44.2569.75
Standard Deviation16.0226.92
Sharpe Ratio1.861.05
Treynor Ratio35.6215.33
5 Years
StatisticPHPSXCategory
Alpha (against Standard Index)9.49-7.26
Beta (against Standard Index)0.861.81
Mean Annual Return1.981.89
R-squared (against Standard Index)41.6873.18
Standard Deviation17.5728.77
Sharpe Ratio1.350.85
Treynor Ratio28.5912.08
10 Years
StatisticPHPSXCategory
Alpha (against Standard Index)0.77-2.94
Beta (against Standard Index)0.931.70
Mean Annual Return0.780.96
R-squared (against Standard Index)44.6873.84
Standard Deviation20.4730.12
Sharpe Ratio0.380.35
Treynor Ratio6.453.56