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Jennison Equity Opp Z (PJGZX)
On
Dec 24
:
12.26
0.06
(0.49%)
MORE ON PJGZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.29%
Worst 1 Yr Total Return
(2008)
:
-38.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PJGZX
Category
Alpha (against Standard Index)
3.81
0.06
Beta (against Standard Index)
1.12
1.00
Mean Annual Return
-3.59
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
23.28
20.42
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.23
N/A
5 Years
Statistic
PJGZX
Category
Alpha (against Standard Index)
2.34
0.04
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
2.42
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
18.98
16.64
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.51
N/A
10 Years
Statistic
PJGZX
Category
Alpha (against Standard Index)
8.09
0.81
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
7.23
0.14
R-squared (against Standard Index)
80
91.13
Standard Deviation
18.76
16.39
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.17
N/A
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