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Jennison Health Sciences C (PHLCX)On Jan 6: 18.31  Up 0.13 (0.72%)  
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Risk  As of 30-Nov-09Get 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):-26.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPHLCXCategory
Alpha (against Standard Index)4.823.83
Beta (against Standard Index)0.790.74
Mean Annual Return-0.050.12
R-squared (against Standard Index)5663.76
Standard Deviation20.9918.76
Sharpe Ratio-0.01N/A
Treynor Ratio-2.93N/A
5 Years
StatisticPHLCXCategory
Alpha (against Standard Index)6.402.90
Beta (against Standard Index)0.810.74
Mean Annual Return7.220.43
R-squared (against Standard Index)5358.47
Standard Deviation17.8515.92
Sharpe Ratio0.32N/A
Treynor Ratio5.23N/A
10 Years
StatisticPHLCXCategory
Alpha (against Standard Index)10.566.40
Beta (against Standard Index)0.630.62
Mean Annual Return11.030.66
R-squared (against Standard Index)3229.57
Standard Deviation17.9220.00
Sharpe Ratio0.52N/A
Treynor Ratio12.90N/A

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