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Prudential Jennison Health Sciences A (PHLAX)

47.32 Up 0.30(0.64%) Sep 18

Risk as of Aug 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)22.3517.21
Beta (against Standard Index)0.650.67
Mean Annual Return2.632.22
R-squared (against Standard Index)25.3047.02
Standard Deviation17.3113.70
Sharpe Ratio1.821.96
Treynor Ratio53.1643.58
5 Years
StatisticPHLAXCategory
Alpha (against Standard Index)15.5211.60
Beta (against Standard Index)0.840.74
Mean Annual Return2.151.72
R-squared (against Standard Index)42.0655.94
Standard Deviation18.9714.71
Sharpe Ratio1.361.42
Treynor Ratio31.8829.05
10 Years
StatisticPHLAXCategory
Alpha (against Standard Index)10.546.62
Beta (against Standard Index)0.740.65
Mean Annual Return1.461.09
R-squared (against Standard Index)46.2253.45
Standard Deviation17.8615.09
Sharpe Ratio0.890.76
Treynor Ratio21.2616.83