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Thu, May 2, 2013, 10:15PM EDT - U.S. Markets closed
Dow
0.89%
Nasdaq
1.26%
More On UJPIX
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ProFunds UltraJapan Inv (UJPIX)
13.76
0.15
(1.10%)
May 2
Add to Portfolio
Risk
as of Mar 30, 2013
Get Risk for:
Risk Overview
Morningstar Risk Rating:
5
Number of Years Up
6
Number of Years Down
6
Best 1 Yr Total Return
(Dec 30, 2005)
:
90.57%
Worst 1 Yr Total Return
(Dec 30, 2008)
:
-72.62%
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
UJPIX
Category
Alpha (against Standard Index)
-1.33
2.01
Beta (against Standard Index)
1.42
0.68
Mean Annual Return
0.68
0.55
R-squared (against Standard Index)
44.65
48.26
Standard Deviation
41.12
19.00
Sharpe Ratio
0.20
0.39
Treynor Ratio
-0.21
8.95
5 Years
Statistic
UJPIX
Category
Alpha (against Standard Index)
-3.99
0.91
Beta (against Standard Index)
1.63
0.99
Mean Annual Return
-0.10
0.23
R-squared (against Standard Index)
58.26
64.61
Standard Deviation
49.55
28.53
Sharpe Ratio
-0.03
0.12
Treynor Ratio
-8.38
-0.32
10 Years
Statistic
UJPIX
Category
Alpha (against Standard Index)
-7.44
-1.57
Beta (against Standard Index)
1.63
0.89
Mean Annual Return
0.79
0.70
R-squared (against Standard Index)
52.31
48.52
Standard Deviation
41.48
23.25
Sharpe Ratio
0.19
0.31
Treynor Ratio
-0.79
5.65
96482605