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Jennison Value A (PBEAX)
On
Jan 5
:
13.41
0.07
(0.52%)
MORE ON PBEAX
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Research Reports
Risk
As of 30-Nov-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)
:
19.22%
Worst 1 Yr Total Return
(2008)
:
-42.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PBEAX
Category
Alpha (against Standard Index)
0.03
0.06
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-6.56
-0.33
R-squared (against Standard Index)
87
95.82
Standard Deviation
22.30
20.42
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.44
N/A
5 Years
Statistic
PBEAX
Category
Alpha (against Standard Index)
2.38
0.04
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
2.68
0.17
R-squared (against Standard Index)
85
95.19
Standard Deviation
18.16
16.64
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
PBEAX
Category
Alpha (against Standard Index)
5.27
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
4.44
0.14
R-squared (against Standard Index)
80
91.13
Standard Deviation
18.14
16.39
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.51
N/A
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