• FirefoxUpgrade to the new Firefox »
  •  Dow Down0.79% Nasdaq Up0.16%

    Prudential Jennison Health Sciences A (PHLAX)

    49.80 Up 0.36(0.73%) Jan 23

    Risk as of Dec 30, 2014Get 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
    Alpha (against Standard Index)25.2818.25
    Beta (against Standard Index)0.640.72
    Mean Annual Return2.852.36
    R-squared (against Standard Index)16.4439.66
    Standard Deviation16.8712.95
    Sharpe Ratio2.022.22
    Treynor Ratio59.3743.29
    5 Years
    Alpha (against Standard Index)19.2713.57
    Beta (against Standard Index)0.780.72
    Mean Annual Return2.251.72
    R-squared (against Standard Index)41.2755.30
    Standard Deviation17.7214.32
    Sharpe Ratio1.521.44
    Treynor Ratio36.5629.94
    10 Years
    Alpha (against Standard Index)12.097.55
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.491.07
    R-squared (against Standard Index)45.5753.18
    Standard Deviation17.8215.10
    Sharpe Ratio0.910.75
    Treynor Ratio21.9416.61