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    Prudential Jennison Health Sciences A (PHLAX)

    38.57 Up 0.26(0.68%) Jul 22

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):55.88%
    Worst 1 Yr Total Return(Dec 30, 2002):-31.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)9.279.73
    Beta (against Standard Index)0.900.92
    Mean Annual Return1.271.31
    R-squared (against Standard Index)21.9841.36
    Standard Deviation22.7717.65
    Sharpe Ratio0.660.95
    Treynor Ratio14.6616.82
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)12.9510.97
    Beta (against Standard Index)0.820.79
    Mean Annual Return1.501.32
    R-squared (against Standard Index)30.7048.80
    Standard Deviation20.0115.77
    Sharpe Ratio0.901.02
    Treynor Ratio20.9119.74
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)10.427.88
    Beta (against Standard Index)0.760.69
    Mean Annual Return1.251.01
    R-squared (against Standard Index)43.5553.51
    Standard Deviation19.6416.29
    Sharpe Ratio0.710.69
    Treynor Ratio16.8415.02