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ProFunds Europe 30 Svc (UEPSX)
On
Dec 15
:
14.02
0.14
(0.99%)
MORE ON UEPSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.93%
Worst 1 Yr Total Return
(2008)
:
-45.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UEPSX
Category
Alpha (against Standard Index)
-0.62
0.82
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-6.63
-0.19
R-squared (against Standard Index)
95
91.61
Standard Deviation
25.52
27.22
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.55
N/A
5 Years
Statistic
UEPSX
Category
Alpha (against Standard Index)
-3.69
1.83
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
0.22
0.68
R-squared (against Standard Index)
93
89.97
Standard Deviation
20.89
22.73
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
UEPSX
Category
Alpha (against Standard Index)
-6.61
4.96
Beta (against Standard Index)
1.16
1.05
Mean Annual Return
-5.72
0.71
R-squared (against Standard Index)
76
78.88
Standard Deviation
23.95
21.81
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.43
N/A
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