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Jennison Health Sciences A (PHLAX)
On
Jan 5
:
19.98
0.02
(0.10%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
30.01%
Worst 1 Yr Total Return
(2008)
:
-26.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PHLAX
Category
Alpha (against Standard Index)
5.55
3.83
Beta (against Standard Index)
0.79
0.74
Mean Annual Return
0.67
0.12
R-squared (against Standard Index)
56
63.76
Standard Deviation
21.02
18.76
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.01
N/A
5 Years
Statistic
PHLAX
Category
Alpha (against Standard Index)
7.15
2.90
Beta (against Standard Index)
0.81
0.74
Mean Annual Return
8.02
0.43
R-squared (against Standard Index)
53
58.47
Standard Deviation
17.87
15.92
Sharpe Ratio
0.36
N/A
Treynor Ratio
6.21
N/A
10 Years
Statistic
PHLAX
Category
Alpha (against Standard Index)
11.31
6.40
Beta (against Standard Index)
0.63
0.62
Mean Annual Return
11.87
0.66
R-squared (against Standard Index)
32
29.57
Standard Deviation
17.93
20.00
Sharpe Ratio
0.56
N/A
Treynor Ratio
14.23
N/A
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