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    Prudential Jennison Health Sciences R (PJHRX)

    38.52 Up 0.66(1.74%) Jul 27

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):55.52%
    Worst 1 Yr Total Return(Dec 30, 2015):4.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)9.069.73
    Beta (against Standard Index)0.900.92
    Mean Annual Return1.251.31
    R-squared (against Standard Index)22.0041.36
    Standard Deviation22.7617.65
    Sharpe Ratio0.650.95
    Treynor Ratio14.4016.82
    5 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)12.7210.97
    Beta (against Standard Index)0.820.79
    Mean Annual Return1.481.32
    R-squared (against Standard Index)30.7248.80
    Standard Deviation20.0015.77
    Sharpe Ratio0.881.02
    Treynor Ratio20.5919.74
    10 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)10.087.88
    Beta (against Standard Index)0.760.69
    Mean Annual Return1.221.01
    R-squared (against Standard Index)43.5553.51
    Standard Deviation19.6416.29
    Sharpe Ratio0.700.69
    Treynor Ratio16.3415.02