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    Prudential Jennison Health Sciences A (PHLAX)

    54.20 Up 0.93(1.75%) Mar 27

    Risk as of Feb 27, 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)26.4619.77
    Beta (against Standard Index)0.610.72
    Mean Annual Return2.792.34
    R-squared (against Standard Index)14.4939.97
    Standard Deviation16.6812.79
    Sharpe Ratio2.002.24
    Treynor Ratio61.4143.44
    5 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)19.3813.70
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.361.82
    R-squared (against Standard Index)41.6955.78
    Standard Deviation17.8014.41
    Sharpe Ratio1.581.52
    Treynor Ratio38.2831.68
    10 Years
    StatisticPHLAXCategory
    Alpha (against Standard Index)13.168.66
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.591.18
    R-squared (against Standard Index)45.7953.62
    Standard Deviation17.8315.03
    Sharpe Ratio0.990.84
    Treynor Ratio23.9718.91