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ProFunds Telecom UltraSector Service (TCPSX)
On
Dec 21
:
11.11
0.15
(1.37%)
MORE ON TCPSX
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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)
:
49.49%
Worst 1 Yr Total Return
(2008)
:
-51.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCPSX
Category
Alpha (against Standard Index)
-9.17
-0.99
Beta (against Standard Index)
1.15
1.23
Mean Annual Return
-17.40
-0.53
R-squared (against Standard Index)
55
74.01
Standard Deviation
30.84
29.46
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-17.06
N/A
5 Years
Statistic
TCPSX
Category
Alpha (against Standard Index)
-4.77
-0.51
Beta (against Standard Index)
1.19
1.27
Mean Annual Return
-6.32
0.11
R-squared (against Standard Index)
53
71.94
Standard Deviation
26.31
24.83
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.82
N/A
10 Years
Statistic
TCPSX
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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