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Thu, May 2, 2013, 10:18PM EDT - U.S. Markets closed
Dow
0.89%
Nasdaq
1.26%
More On UJPSX
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ProFunds UltraJapan Svc (UJPSX)
12.48
0.13
(1.05%)
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)
:
88.75%
Worst 1 Yr Total Return
(Dec 30, 2008)
:
-72.90%
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
UJPSX
Category
Alpha (against Standard Index)
-2.36
2.01
Beta (against Standard Index)
1.41
0.68
Mean Annual Return
0.59
0.55
R-squared (against Standard Index)
44.47
48.26
Standard Deviation
41.04
19.00
Sharpe Ratio
0.17
0.39
Treynor Ratio
-0.95
8.95
5 Years
Statistic
UJPSX
Category
Alpha (against Standard Index)
-5.01
0.91
Beta (against Standard Index)
1.62
0.99
Mean Annual Return
-0.18
0.23
R-squared (against Standard Index)
58.20
64.61
Standard Deviation
49.47
28.53
Sharpe Ratio
-0.05
0.12
Treynor Ratio
-8.93
-0.32
10 Years
Statistic
UJPSX
Category
Alpha (against Standard Index)
-8.43
-1.57
Beta (against Standard Index)
1.63
0.89
Mean Annual Return
0.71
0.70
R-squared (against Standard Index)
52.29
48.52
Standard Deviation
41.42
23.25
Sharpe Ratio
0.16
0.31
Treynor Ratio
-1.40
5.65
96482605