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 Dow Up0.17% Nasdaq Up0.44%

Prudential Jennison Small Company A (PGOAX)

28.59 Down 0.05(0.17%) Jul 11

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up17
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2003):45.63%
Worst 1 Yr Total Return(Dec 30, 2008):-38.10%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPGOAXCategory
Alpha (against Standard Index)-5.15-7.74
Beta (against Standard Index)1.171.26
Mean Annual Return1.150.92
R-squared (against Standard Index)82.5679.97
Standard Deviation15.7717.41
Sharpe Ratio0.870.64
Treynor Ratio11.318.04
5 Years
StatisticPGOAXCategory
Alpha (against Standard Index)-0.56-1.83
Beta (against Standard Index)1.091.18
Mean Annual Return1.621.60
R-squared (against Standard Index)81.8677.18
Standard Deviation16.1818.02
Sharpe Ratio1.191.07
Treynor Ratio17.9416.31
10 Years
StatisticPGOAXCategory
Alpha (against Standard Index)1.890.14
Beta (against Standard Index)1.161.19
Mean Annual Return0.970.84
R-squared (against Standard Index)83.5579.82
Standard Deviation18.6019.63
Sharpe Ratio0.540.43
Treynor Ratio7.515.78