• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.07% Nasdaq Up0.32%

    Prudential Jennison Health Sciences A (PHLAX)

    54.62 Up 1.10(2.06%) Aug 28

    Risk as of Jul 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
    StatisticPHLAXCategory
    Alpha (against Standard Index)27.5821.08
    Beta (against Standard Index)0.560.66
    Mean Annual Return2.882.45
    R-squared (against Standard Index)7.6525.82
    Standard Deviation17.5212.42
    Sharpe Ratio1.972.44
    Treynor Ratio69.3849.99
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)23.2717.30
    Beta (against Standard Index)0.730.70
    Mean Annual Return2.602.07
    R-squared (against Standard Index)31.3749.07
    Standard Deviation17.2813.59
    Sharpe Ratio1.801.84
    Treynor Ratio46.5438.44
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)12.918.76
    Beta (against Standard Index)0.720.64
    Mean Annual Return1.551.16
    R-squared (against Standard Index)43.2451.91
    Standard Deviation18.0415.04
    Sharpe Ratio0.950.83
    Treynor Ratio23.6019.10