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    Prudential Jennison Mid Cap Growth Z (PEGZX)

    39.88 Up 0.08(0.20%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up14
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):43.33%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.01%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.14-3.72
    Beta (against Standard Index)1.051.11
    Mean Annual Return1.411.46
    R-squared (against Standard Index)82.4073.85
    Standard Deviation10.5211.83
    Sharpe Ratio1.601.49
    Treynor Ratio16.7816.49
    5 Years
    Alpha (against Standard Index)0.08-2.07
    Beta (against Standard Index)0.971.12
    Mean Annual Return1.241.26
    R-squared (against Standard Index)86.6684.55
    Standard Deviation13.5515.89
    Sharpe Ratio1.100.95
    Treynor Ratio15.3413.22
    10 Years
    Alpha (against Standard Index)2.910.35
    Beta (against Standard Index)0.981.11
    Mean Annual Return0.940.80
    R-squared (against Standard Index)83.2882.99
    Standard Deviation15.8517.88
    Sharpe Ratio0.620.46
    Treynor Ratio9.166.18