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    Prudential Jennison Equity Opportunity Z (PJGZX)

    20.78 Down 0.18(0.86%) Jul 27

    Risk as of Jun 29, 2015Get 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)1.52-0.66
    Beta (against Standard Index)0.961.00
    Mean Annual Return1.441.31
    R-squared (against Standard Index)79.7791.41
    Standard Deviation9.168.96
    Sharpe Ratio1.881.75
    Treynor Ratio18.9716.47
    5 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)-2.02-1.72
    Beta (against Standard Index)1.081.03
    Mean Annual Return1.351.30
    R-squared (against Standard Index)91.5695.11
    Standard Deviation13.6212.68
    Sharpe Ratio1.191.23
    Treynor Ratio15.0815.42
    10 Years
    StatisticPJGZXCategory
    Alpha (against Standard Index)0.52-0.58
    Beta (against Standard Index)1.091.01
    Mean Annual Return0.820.69
    R-squared (against Standard Index)91.1295.02
    Standard Deviation16.7815.30
    Sharpe Ratio0.510.45
    Treynor Ratio6.825.88