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    Prudential Jennison Health Sciences A (PHLAX)

    55.54 Down 0.04(0.07%) May 22

    Risk as of Apr 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
    StatisticPHLAXCategory
    Alpha (against Standard Index)24.6718.51
    Beta (against Standard Index)0.540.67
    Mean Annual Return2.602.22
    R-squared (against Standard Index)10.8234.80
    Standard Deviation17.2512.91
    Sharpe Ratio1.812.11
    Treynor Ratio63.5244.24
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)18.2813.78
    Beta (against Standard Index)0.760.71
    Mean Annual Return2.171.75
    R-squared (against Standard Index)37.3653.22
    Standard Deviation17.9714.32
    Sharpe Ratio1.451.48
    Treynor Ratio35.9731.03
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)12.158.06
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.541.15
    R-squared (against Standard Index)44.7752.96
    Standard Deviation17.9215.00
    Sharpe Ratio0.950.82
    Treynor Ratio23.1418.64