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ProFunds Precious Metals UltraSector Inv (PMPIX)
On
Dec 14
:
33.44
0.64
(1.95%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
38.28%
Worst 1 Yr Total Return
(2008)
:
-53.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PMPIX
Category
Alpha (against Standard Index)
9.87
10.54
Beta (against Standard Index)
6.01
5.79
Mean Annual Return
-3.49
1.70
R-squared (against Standard Index)
0
0.49
Standard Deviation
66.84
45.29
Sharpe Ratio
0.27
N/A
Treynor Ratio
-0.96
N/A
5 Years
Statistic
PMPIX
Category
Alpha (against Standard Index)
17.77
19.07
Beta (against Standard Index)
3.31
2.91
Mean Annual Return
4.80
2.02
R-squared (against Standard Index)
0
0.16
Standard Deviation
59.62
40.09
Sharpe Ratio
0.34
N/A
Treynor Ratio
0.55
N/A
10 Years
Statistic
PMPIX
Category
Alpha (against Standard Index)
N/A
19.59
Beta (against Standard Index)
N/A
3.26
Mean Annual Return
N/A
2.03
R-squared (against Standard Index)
N/A
0.14
Standard Deviation
N/A
35.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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