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Tuesday, December 1, 2009, 11:46PM ET - U.S. Markets Closed.
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Dryden Asset Allocation Z (PABFX)
On
Dec 1
:
10.97
0.07
(0.64%)
MORE ON PABFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.03%
Worst 1 Yr Total Return
(2008)
:
-26.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PABFX
Category
Alpha (against Standard Index)
-4.06
-2.88
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
-3.63
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
13.77
14.69
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-5.86
N/A
5 Years
Statistic
PABFX
Category
Alpha (against Standard Index)
-2.91
-2.47
Beta (against Standard Index)
1.04
1.06
Mean Annual Return
1.67
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
11.38
11.89
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-1.30
N/A
10 Years
Statistic
PABFX
Category
Alpha (against Standard Index)
-2.47
-2.17
Beta (against Standard Index)
1.11
1.05
Mean Annual Return
2.31
0.26
R-squared (against Standard Index)
95
86.72
Standard Deviation
11.24
11.31
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.60
N/A
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