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ProFunds Telecom UltraSector Inv (TCPIX)
On
Dec 10
:
11.79
0.11
(0.94%)
MORE ON TCPIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
50.87%
Worst 1 Yr Total Return
(2008)
:
-50.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCPIX
Category
Alpha (against Standard Index)
-8.24
-0.99
Beta (against Standard Index)
1.15
1.23
Mean Annual Return
-16.60
-0.53
R-squared (against Standard Index)
55
74.01
Standard Deviation
30.84
29.46
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-16.39
N/A
5 Years
Statistic
TCPIX
Category
Alpha (against Standard Index)
-3.79
-0.51
Beta (against Standard Index)
1.19
1.27
Mean Annual Return
-5.38
0.11
R-squared (against Standard Index)
53
71.94
Standard Deviation
26.30
24.83
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.04
N/A
10 Years
Statistic
TCPIX
Category
Alpha (against Standard Index)
N/A
-2.37
Beta (against Standard Index)
N/A
1.32
Mean Annual Return
N/A
-0.19
R-squared (against Standard Index)
N/A
69.14
Standard Deviation
N/A
25.69
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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