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Jennison Value C (PEICX)
On
Jan 5
:
13.25
0.08
(0.61%)
MORE ON PEICX
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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)
:
18.35%
Worst 1 Yr Total Return
(2008)
:
-43.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEICX
Category
Alpha (against Standard Index)
-0.71
0.06
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-7.24
-0.33
R-squared (against Standard Index)
86
95.82
Standard Deviation
22.27
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.10
N/A
5 Years
Statistic
PEICX
Category
Alpha (against Standard Index)
1.65
0.04
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
1.94
0.17
R-squared (against Standard Index)
85
95.19
Standard Deviation
18.14
16.64
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.01
N/A
10 Years
Statistic
PEICX
Category
Alpha (against Standard Index)
4.53
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
3.67
0.14
R-squared (against Standard Index)
80
91.13
Standard Deviation
18.12
16.39
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.74
N/A
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