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 Dow Down0.19% Nasdaq Up0.45%

Prudential Jennison Health Sciences A (PHLAX)

44.69 Up 0.22(0.49%) Jul 30

Risk as of Jun 29, 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)18.8914.05
Beta (against Standard Index)0.710.71
Mean Annual Return2.221.81
R-squared (against Standard Index)31.7351.80
Standard Deviation17.9914.46
Sharpe Ratio1.471.50
Treynor Ratio39.4632.28
5 Years
StatisticPHLAXCategory
Alpha (against Standard Index)14.3410.65
Beta (against Standard Index)0.800.72
Mean Annual Return2.161.77
R-squared (against Standard Index)41.1357.00
Standard Deviation18.6914.68
Sharpe Ratio1.381.46
Treynor Ratio33.8730.50
10 Years
StatisticPHLAXCategory
Alpha (against Standard Index)10.025.73
Beta (against Standard Index)0.740.66
Mean Annual Return1.401.00
R-squared (against Standard Index)46.4553.79
Standard Deviation17.9115.16
Sharpe Ratio0.850.68
Treynor Ratio19.9414.82