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Dryden Asset Allocation A (PIBAX)
On
Dec 24
:
10.79
0.04
(0.37%)
MORE ON PIBAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.72%
Worst 1 Yr Total Return
(2008)
:
-27.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIBAX
Category
Alpha (against Standard Index)
-4.18
-2.96
Beta (against Standard Index)
1.03
1.07
Mean Annual Return
-3.24
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
13.92
14.78
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.33
N/A
5 Years
Statistic
PIBAX
Category
Alpha (against Standard Index)
-3.30
-2.53
Beta (against Standard Index)
1.04
1.06
Mean Annual Return
1.43
0.24
R-squared (against Standard Index)
96
92.17
Standard Deviation
11.39
11.94
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.51
N/A
10 Years
Statistic
PIBAX
Category
Alpha (against Standard Index)
-2.73
-2.27
Beta (against Standard Index)
1.11
1.06
Mean Annual Return
2.26
0.27
R-squared (against Standard Index)
95
86.88
Standard Deviation
11.34
11.38
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.60
N/A
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