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ProFunds Small Cap Svc (SLPSX)
On
Dec 14
:
31.25
0.48
(1.56%)
MORE ON SLPSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.87%
Worst 1 Yr Total Return
(2008)
:
-35.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SLPSX
Category
Alpha (against Standard Index)
-3.47
-0.48
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
-10.78
-0.45
R-squared (against Standard Index)
88
86.39
Standard Deviation
24.29
24.75
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.35
N/A
5 Years
Statistic
SLPSX
Category
Alpha (against Standard Index)
-2.87
0.00
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-3.18
0.16
R-squared (against Standard Index)
85
83.41
Standard Deviation
20.77
20.64
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.17
N/A
10 Years
Statistic
SLPSX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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