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    Prudential Jennison Health Sciences A (PHLAX)

    52.41 Down 0.54(1.02%) Feb 27

    Risk as of Jan 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)26.1619.18
    Beta (against Standard Index)0.580.69
    Mean Annual Return2.742.25
    R-squared (against Standard Index)13.4136.57
    Standard Deviation16.6012.66
    Sharpe Ratio1.972.17
    Treynor Ratio62.2043.69
    5 Years
    Alpha (against Standard Index)19.2513.56
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.291.76
    R-squared (against Standard Index)41.2355.22
    Standard Deviation17.7414.34
    Sharpe Ratio1.541.48
    Treynor Ratio36.9830.43
    10 Years
    Alpha (against Standard Index)12.718.22
    Beta (against Standard Index)0.720.65
    Mean Annual Return1.541.13
    R-squared (against Standard Index)45.0052.72
    Standard Deviation17.8015.02
    Sharpe Ratio0.950.80
    Treynor Ratio23.1218.00