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Jennison Mid Cap Growth C (PEGCX)
On
Dec 24
:
20.87
0.09
(0.43%)
MORE ON PEGCX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
18.31%
Worst 1 Yr Total Return
(2008)
:
-36.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEGCX
Category
Alpha (against Standard Index)
4.79
2.05
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-0.98
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
20.41
23.41
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.40
N/A
5 Years
Statistic
PEGCX
Category
Alpha (against Standard Index)
5.20
1.56
Beta (against Standard Index)
1.02
1.11
Mean Annual Return
5.71
0.29
R-squared (against Standard Index)
81
80.86
Standard Deviation
18.06
19.91
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.68
N/A
10 Years
Statistic
PEGCX
Category
Alpha (against Standard Index)
4.26
3.33
Beta (against Standard Index)
1.21
1.11
Mean Annual Return
1.28
0.32
R-squared (against Standard Index)
57
61.70
Standard Deviation
25.85
23.38
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.36
N/A
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