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    Prudential Jennison Equity Opportunity Z (PJGZX)

    19.69 Down 0.13(0.66%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):41.41%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)-4.23-2.06
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.710.85
    R-squared (against Standard Index)87.4193.46
    Standard Deviation12.1411.26
    Sharpe Ratio0.690.90
    Treynor Ratio7.679.99
    5 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)-3.63-1.85
    Beta (against Standard Index)1.121.02
    Mean Annual Return1.051.08
    R-squared (against Standard Index)90.3494.56
    Standard Deviation13.8112.33
    Sharpe Ratio0.901.05
    Treynor Ratio10.8612.60
    10 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)-0.55-0.80
    Beta (against Standard Index)1.081.00
    Mean Annual Return0.710.64
    R-squared (against Standard Index)91.4095.42
    Standard Deviation17.3015.71
    Sharpe Ratio0.440.44
    Treynor Ratio5.875.77