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Prudential Jennison Equity Opp Z (PJGZX)

22.68 Down 0.09(0.40%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):41.41%
Worst 1 Yr Total Return(Dec 30, 2008):-38.69%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPJGZXCategory
Alpha (against Standard Index)-1.89-2.15
Beta (against Standard Index)1.141.05
Mean Annual Return1.371.23
R-squared (against Standard Index)92.0695.19
Standard Deviation14.5113.16
Sharpe Ratio1.131.13
Treynor Ratio14.5614.32
5 Years
StatisticPJGZXCategory
Alpha (against Standard Index)-0.39-1.53
Beta (against Standard Index)1.051.02
Mean Annual Return1.571.43
R-squared (against Standard Index)93.6595.94
Standard Deviation14.5614.02
Sharpe Ratio1.291.23
Treynor Ratio18.2617.07
10 Years
StatisticPJGZXCategory
Alpha (against Standard Index)0.89-0.42
Beta (against Standard Index)1.101.01
Mean Annual Return0.850.69
R-squared (against Standard Index)91.4695.07
Standard Deviation16.8815.29
Sharpe Ratio0.510.44
Treynor Ratio6.835.71