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    Prudential Jennison Growth Z (PJFZX)

    34.30 Up 0.12(0.35%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):43.25%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.770.52
    Beta (against Standard Index)0.990.99
    Mean Annual Return1.601.34
    R-squared (against Standard Index)75.1183.58
    Standard Deviation11.9811.46
    Sharpe Ratio1.601.40
    Treynor Ratio20.3916.69
    5 Years
    Alpha (against Standard Index)1.09-1.33
    Beta (against Standard Index)1.031.04
    Mean Annual Return1.301.12
    R-squared (against Standard Index)80.4587.63
    Standard Deviation13.6213.32
    Sharpe Ratio1.141.01
    Treynor Ratio15.2912.80
    10 Years
    Alpha (against Standard Index)1.300.11
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.820.75
    R-squared (against Standard Index)84.8688.23
    Standard Deviation15.8716.46
    Sharpe Ratio0.540.47
    Treynor Ratio7.876.55