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Thursday, January 7, 2010, 7:10PM ET - U.S. Markets Closed.
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Target Growth Allocation Z (PDHZX)
On
Jan 7
:
10.32
0.02
(0.19%)
MORE ON PDHZX
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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)
:
16.40%
Worst 1 Yr Total Return
(2008)
:
-40.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PDHZX
Category
Alpha (against Standard Index)
-1.12
0.06
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-7.11
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
20.54
20.42
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.16
N/A
5 Years
Statistic
PDHZX
Category
Alpha (against Standard Index)
0.29
0.04
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.82
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
16.92
16.64
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.09
N/A
10 Years
Statistic
PDHZX
Category
Alpha (against Standard Index)
2.51
0.81
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
1.86
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
16.87
16.39
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.08
N/A
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