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Jennison Health Sciences B (PHLBX)
On
Dec 29
:
17.98
0.05
(0.28%)
MORE ON PHLBX
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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)
:
29.13%
Worst 1 Yr Total Return
(2008)
:
-26.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PHLBX
Category
Alpha (against Standard Index)
4.84
3.83
Beta (against Standard Index)
0.79
0.74
Mean Annual Return
-0.04
0.12
R-squared (against Standard Index)
56
63.76
Standard Deviation
21.00
18.76
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.91
N/A
5 Years
Statistic
PHLBX
Category
Alpha (against Standard Index)
6.42
2.90
Beta (against Standard Index)
0.81
0.74
Mean Annual Return
7.23
0.43
R-squared (against Standard Index)
53
58.47
Standard Deviation
17.88
15.92
Sharpe Ratio
0.32
N/A
Treynor Ratio
5.23
N/A
10 Years
Statistic
PHLBX
Category
Alpha (against Standard Index)
10.56
6.40
Beta (against Standard Index)
0.63
0.62
Mean Annual Return
11.04
0.66
R-squared (against Standard Index)
32
29.57
Standard Deviation
17.93
20.00
Sharpe Ratio
0.52
N/A
Treynor Ratio
12.90
N/A
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