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    Prudential Jennison Health Sciences A (PHLAX)

    55.27 Down 0.65(1.16%) Apr 17

    Risk as of Mar 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)26.7719.79
    Beta (against Standard Index)0.600.71
    Mean Annual Return2.772.29
    R-squared (against Standard Index)14.2039.84
    Standard Deviation16.6712.74
    Sharpe Ratio1.992.19
    Treynor Ratio62.0543.02
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)19.8714.29
    Beta (against Standard Index)0.780.72
    Mean Annual Return2.291.78
    R-squared (against Standard Index)40.3654.92
    Standard Deviation17.6614.33
    Sharpe Ratio1.551.49
    Treynor Ratio37.3830.80
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)13.509.03
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.621.21
    R-squared (against Standard Index)45.4453.23
    Standard Deviation17.8215.01
    Sharpe Ratio1.010.86
    Treynor Ratio24.6919.72