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    Prudential Jennison Health Sciences A (PHLAX)

    56.16 Up 0.55(0.99%) Dec 19

    Risk as of Nov 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)23.9218.40
    Beta (against Standard Index)0.670.72
    Mean Annual Return2.802.40
    R-squared (against Standard Index)17.4438.98
    Standard Deviation16.8712.86
    Sharpe Ratio1.992.29
    Treynor Ratio55.7644.34
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)18.7413.64
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.271.78
    R-squared (against Standard Index)42.1055.31
    Standard Deviation17.7514.31
    Sharpe Ratio1.531.49
    Treynor Ratio36.3730.98
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)12.047.78
    Beta (against Standard Index)0.740.66
    Mean Annual Return1.521.13
    R-squared (against Standard Index)46.1753.28
    Standard Deviation17.9215.20
    Sharpe Ratio0.930.79
    Treynor Ratio22.3217.55