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Jennison Growth B (PJFBX)
On
Dec 23
:
14.50
0.09
(0.62%)
MORE ON PJFBX
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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
(2005)
:
12.99%
Worst 1 Yr Total Return
(2008)
:
-38.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PJFBX
Category
Alpha (against Standard Index)
2.77
2.20
Beta (against Standard Index)
0.88
0.99
Mean Annual Return
-2.18
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
18.65
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.05
N/A
5 Years
Statistic
PJFBX
Category
Alpha (against Standard Index)
1.20
0.80
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
2.00
0.24
R-squared (against Standard Index)
83
86.59
Standard Deviation
16.16
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.08
N/A
10 Years
Statistic
PJFBX
Category
Alpha (against Standard Index)
-1.61
-0.13
Beta (against Standard Index)
1.07
1.04
Mean Annual Return
-2.79
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
19.07
19.17
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.37
N/A
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