• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.69% Nasdaq Down0.41%

    Prudential Jennison Health Sciences A (PHLAX)

    59.14 Up 0.60(1.02%) Jul 31

    Risk as of Jun 29, 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)26.5619.91
    Beta (against Standard Index)0.550.66
    Mean Annual Return2.802.36
    R-squared (against Standard Index)7.5425.25
    Standard Deviation17.5612.50
    Sharpe Ratio1.912.33
    Treynor Ratio67.3448.04
    5 Years
    Alpha (against Standard Index)22.5916.54
    Beta (against Standard Index)0.700.66
    Mean Annual Return2.592.05
    R-squared (against Standard Index)30.1246.48
    Standard Deviation17.2713.59
    Sharpe Ratio1.801.82
    Treynor Ratio48.8240.18
    10 Years
    Alpha (against Standard Index)12.908.76
    Beta (against Standard Index)0.720.65
    Mean Annual Return1.571.18
    R-squared (against Standard Index)43.4352.00
    Standard Deviation18.0815.10
    Sharpe Ratio0.960.84
    Treynor Ratio23.8419.35