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Prudential Jennison Mid Cap Growth Z (PEGZX)

41.77 Up 0.30(0.72%) Oct 24

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 1999):93.55%
Worst 1 Yr Total Return(Dec 30, 2008):-36.01%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPEGZXCategory
Alpha (against Standard Index)-4.53-5.42
Beta (against Standard Index)1.071.16
Mean Annual Return1.531.62
R-squared (against Standard Index)85.9579.39
Standard Deviation12.2113.80
Sharpe Ratio1.501.42
Treynor Ratio17.8717.47
5 Years
StatisticPEGZXCategory
Alpha (against Standard Index)-0.14-2.17
Beta (against Standard Index)0.971.12
Mean Annual Return1.241.26
R-squared (against Standard Index)86.4083.58
Standard Deviation13.7716.17
Sharpe Ratio1.080.94
Treynor Ratio15.3113.34
10 Years
StatisticPEGZXCategory
Alpha (against Standard Index)3.490.64
Beta (against Standard Index)0.991.11
Mean Annual Return1.030.86
R-squared (against Standard Index)82.8182.84
Standard Deviation16.0117.92
Sharpe Ratio0.670.49
Treynor Ratio10.176.86