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Prudential Jennison Health Sciences A (PHLAX)

51.12 Up 0.25(0.49%) Oct 31

Risk as of Sep 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)22.8017.64
Beta (against Standard Index)0.630.65
Mean Annual Return2.752.35
R-squared (against Standard Index)20.8041.28
Standard Deviation16.8013.00
Sharpe Ratio1.962.21
Treynor Ratio58.0247.73
5 Years
StatisticPHLAXCategory
Alpha (against Standard Index)15.6912.08
Beta (against Standard Index)0.840.74
Mean Annual Return2.061.67
R-squared (against Standard Index)41.9856.09
Standard Deviation18.9614.79
Sharpe Ratio1.301.36
Treynor Ratio30.2627.87
10 Years
StatisticPHLAXCategory
Alpha (against Standard Index)10.596.73
Beta (against Standard Index)0.730.65
Mean Annual Return1.431.07
R-squared (against Standard Index)46.2453.19
Standard Deviation17.8615.17
Sharpe Ratio0.870.74
Treynor Ratio20.7516.43