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Dryden International Value Z (PISZX)
On
Dec 18
:
18.55
0.09
(0.48%)
MORE ON PISZX
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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)
:
28.24%
Worst 1 Yr Total Return
(2008)
:
-45.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PISZX
Category
Alpha (against Standard Index)
1.03
-0.21
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-4.62
-0.25
R-squared (against Standard Index)
97
95.18
Standard Deviation
24.32
24.76
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.87
N/A
5 Years
Statistic
PISZX
Category
Alpha (against Standard Index)
1.31
-0.52
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
5.46
0.46
R-squared (against Standard Index)
97
94.69
Standard Deviation
20.05
20.25
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.45
N/A
10 Years
Statistic
PISZX
Category
Alpha (against Standard Index)
0.71
2.00
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
2.57
0.46
R-squared (against Standard Index)
94
92.23
Standard Deviation
18.27
18.46
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.36
N/A
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