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ProFunds UltraJapan Inv (UJPIX)

14.73 Down 0.17(1.14%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2013):110.85%
Worst 1 Yr Total Return(Dec 30, 2008):-72.62%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUJPIXCategory
Alpha (against Standard Index)-2.07-11.64
Beta (against Standard Index)1.931.87
Mean Annual Return2.461.58
R-squared (against Standard Index)33.3571.46
Standard Deviation40.7828.01
Sharpe Ratio0.720.79
Treynor Ratio12.2310.98
5 Years
StatisticUJPIXCategory
Alpha (against Standard Index)-13.62-7.48
Beta (against Standard Index)1.771.81
Mean Annual Return1.291.85
R-squared (against Standard Index)31.4072.73
Standard Deviation41.6028.80
Sharpe Ratio0.370.84
Treynor Ratio4.0511.83
10 Years
StatisticUJPIXCategory
Alpha (against Standard Index)-9.79-2.91
Beta (against Standard Index)2.001.70
Mean Annual Return0.520.91
R-squared (against Standard Index)48.9573.70
Standard Deviation41.9230.10
Sharpe Ratio0.110.33
Treynor Ratio-2.273.20