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Prudential Jennison Health Sciences A (PHLAX)

47.21 Down 0.14(0.30%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
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)18.1214.86
Beta (against Standard Index)0.720.70
Mean Annual Return2.171.88
R-squared (against Standard Index)31.7252.16
Standard Deviation18.1314.29
Sharpe Ratio1.431.59
Treynor Ratio38.0034.11
5 Years
StatisticPHLAXCategory
Alpha (against Standard Index)14.0010.68
Beta (against Standard Index)0.830.73
Mean Annual Return2.031.66
R-squared (against Standard Index)41.7556.21
Standard Deviation18.7814.56
Sharpe Ratio1.301.38
Treynor Ratio30.2928.10
10 Years
StatisticPHLAXCategory
Alpha (against Standard Index)10.346.23
Beta (against Standard Index)0.730.65
Mean Annual Return1.441.04
R-squared (against Standard Index)46.2653.66
Standard Deviation17.7614.98
Sharpe Ratio0.880.73
Treynor Ratio20.8416.04