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Jennison Equity Income M (AGOBX)
On
Dec 1
:
11.00
0.13
(1.20%)
MORE ON AGOBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.68%
Worst 1 Yr Total Return
(2008)
:
-36.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGOBX
Category
Alpha (against Standard Index)
4.57
-1.05
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-2.40
-0.55
R-squared (against Standard Index)
84
94.27
Standard Deviation
20.16
20.65
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.08
N/A
5 Years
Statistic
AGOBX
Category
Alpha (against Standard Index)
2.79
0.04
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
3.20
0.14
R-squared (against Standard Index)
85
93.13
Standard Deviation
16.21
16.85
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
AGOBX
Category
Alpha (against Standard Index)
3.39
2.54
Beta (against Standard Index)
0.95
0.88
Mean Annual Return
2.53
0.27
R-squared (against Standard Index)
85
80.76
Standard Deviation
16.55
15.89
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.47
N/A
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