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ProFunds UltraNASDAQ-100 Inv (UOPIX)
On
Dec 3
:
18.13
0.17
(0.93%)
MORE ON UOPIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
28.09%
Worst 1 Yr Total Return
(2008)
:
-72.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UOPIX
Category
Alpha (against Standard Index)
10.94
2.45
Beta (against Standard Index)
2.20
1.00
Mean Annual Return
-14.35
-0.24
R-squared (against Standard Index)
83
88.47
Standard Deviation
47.12
20.84
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-7.61
N/A
5 Years
Statistic
UOPIX
Category
Alpha (against Standard Index)
3.08
0.94
Beta (against Standard Index)
2.30
1.01
Mean Annual Return
-5.74
0.21
R-squared (against Standard Index)
79
86.37
Standard Deviation
41.03
17.46
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.81
N/A
10 Years
Statistic
UOPIX
Category
Alpha (against Standard Index)
-1.92
0.18
Beta (against Standard Index)
3.05
1.04
Mean Annual Return
-23.32
0.04
R-squared (against Standard Index)
65
78.62
Standard Deviation
60.92
19.22
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-8.62
N/A
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