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    Prudential Jennison Equity Opportunity Z (PJGZX)

    20.33 Down 0.04(0.20%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    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)-0.97-1.53
    Beta (against Standard Index)1.011.02
    Mean Annual Return1.541.50
    R-squared (against Standard Index)83.5292.13
    Standard Deviation10.109.69
    Sharpe Ratio1.821.85
    Treynor Ratio19.1418.64
    5 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)-1.64-1.66
    Beta (against Standard Index)1.061.02
    Mean Annual Return1.211.16
    R-squared (against Standard Index)92.4395.62
    Standard Deviation14.3313.60
    Sharpe Ratio1.011.03
    Treynor Ratio13.5313.60
    10 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)0.12-0.59
    Beta (against Standard Index)1.091.01
    Mean Annual Return0.770.67
    R-squared (against Standard Index)91.1294.90
    Standard Deviation16.7915.24
    Sharpe Ratio0.460.43
    Treynor Ratio6.065.51