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    Prudential Jennison Health Sciences A (PHLAX)

    50.45 Up 0.34(0.68%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2000):75.47%
    Worst 1 Yr Total Return(Dec 30, 2002):-31.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)20.7616.14
    Beta (against Standard Index)0.760.84
    Mean Annual Return2.372.05
    R-squared (against Standard Index)17.1839.79
    Standard Deviation19.8415.03
    Sharpe Ratio1.431.66
    Treynor Ratio39.4131.36
    5 Years
    Alpha (against Standard Index)19.2014.38
    Beta (against Standard Index)0.740.74
    Mean Annual Return2.111.72
    R-squared (against Standard Index)29.8449.51
    Standard Deviation18.1714.58
    Sharpe Ratio1.391.42
    Treynor Ratio35.7328.68
    10 Years
    Alpha (against Standard Index)11.327.74
    Beta (against Standard Index)0.740.66
    Mean Annual Return1.401.07
    R-squared (against Standard Index)43.4852.91
    Standard Deviation18.7515.67
    Sharpe Ratio0.830.73
    Treynor Ratio20.2116.49