Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 29, 2009, 10:25AM ET - U.S. Markets close in 5 hours and 35 minutes. Dow Up 0.29% Nasdaq Up 0.03%
Dryden Stock Index I (PDSIX)On Dec 28: 24.78  Up 0.04 (0.16%)  
MORE ON PDSIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):15.51%
Worst 1 Yr Total Return (2008):-36.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPDSIXCategory
Alpha (against Standard Index)-0.050.06
Beta (against Standard Index)1.001.00
Mean Annual Return-5.82-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.8520.42
Sharpe Ratio-0.31N/A
Treynor Ratio-8.10N/A
5 Years
StatisticPDSIXCategory
Alpha (against Standard Index)-0.130.04
Beta (against Standard Index)1.001.01
Mean Annual Return0.590.17
R-squared (against Standard Index)9995.19
Standard Deviation16.0516.64
Sharpe Ratio-0.07N/A
Treynor Ratio-2.41N/A
10 Years
StatisticPDSIXCategory
Alpha (against Standard Index)-0.130.81
Beta (against Standard Index)1.000.96
Mean Annual Return-0.690.14
R-squared (against Standard Index)9991.13
Standard Deviation16.1816.39
Sharpe Ratio-0.14N/A
Treynor Ratio-3.63N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center