• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.15% Nasdaq Up0.36%

    ProFunds UltraMid Cap Svc (UMPSX)

    74.57 Up 0.49(0.66%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):69.05%
    Worst 1 Yr Total Return(Dec 30, 2008):-68.11%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-11.31-10.59
    Beta (against Standard Index)2.271.81
    Mean Annual Return2.762.06
    R-squared (against Standard Index)80.6361.17
    Standard Deviation22.9022.79
    Sharpe Ratio1.441.26
    Treynor Ratio15.4515.47
    5 Years
    Alpha (against Standard Index)-5.86-7.73
    Beta (against Standard Index)2.351.80
    Mean Annual Return2.591.72
    R-squared (against Standard Index)89.0872.61
    Standard Deviation32.3628.34
    Sharpe Ratio0.960.80
    Treynor Ratio12.3811.11
    10 Years
    Alpha (against Standard Index)-2.65-3.35
    Beta (against Standard Index)2.301.72
    Mean Annual Return1.310.90
    R-squared (against Standard Index)89.5275.19
    Standard Deviation35.7130.24
    Sharpe Ratio0.400.33
    Treynor Ratio3.443.07