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    Prudential Jennison Health Sciences A (PHLAX)

    33.48 Up 0.66(2.01%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):55.88%
    Worst 1 Yr Total Return(Dec 30, 2002):-31.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)15.1213.68
    Beta (against Standard Index)1.000.99
    Mean Annual Return1.631.51
    R-squared (against Standard Index)25.1044.57
    Standard Deviation22.7617.61
    Sharpe Ratio0.861.07
    Treynor Ratio18.2318.14
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)16.2313.20
    Beta (against Standard Index)0.850.82
    Mean Annual Return1.731.46
    R-squared (against Standard Index)31.9650.23
    Standard Deviation20.2115.88
    Sharpe Ratio1.021.12
    Treynor Ratio23.7521.33
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)10.017.21
    Beta (against Standard Index)0.770.69
    Mean Annual Return1.180.92
    R-squared (against Standard Index)43.1852.68
    Standard Deviation19.7316.35
    Sharpe Ratio0.660.60
    Treynor Ratio15.2513.01