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ProFunds Real Estate UltraSector Inv (REPIX)
On
Dec 14
:
15.55
0.45
(2.98%)
MORE ON REPIX
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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
(2006)
:
48.54%
Worst 1 Yr Total Return
(2008)
:
-64.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REPIX
Category
Alpha (against Standard Index)
-14.35
-1.50
Beta (against Standard Index)
2.36
1.61
Mean Annual Return
-35.96
-0.77
R-squared (against Standard Index)
70
67.75
Standard Deviation
55.90
38.87
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-16.18
N/A
5 Years
Statistic
REPIX
Category
Alpha (against Standard Index)
-4.54
2.65
Beta (against Standard Index)
2.36
1.60
Mean Annual Return
-14.31
0.34
R-squared (against Standard Index)
68
66.27
Standard Deviation
45.74
31.51
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-7.32
N/A
10 Years
Statistic
REPIX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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