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Prudential Jennison Health Sciences R (PJHRX)

47.11 Up 0.32(0.68%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):55.52%
Worst 1 Yr Total Return(Dec 30, 2013):55.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPJHRXCategory
Alpha (against Standard Index)17.8714.86
Beta (against Standard Index)0.720.70
Mean Annual Return2.141.88
R-squared (against Standard Index)31.7352.16
Standard Deviation18.1214.29
Sharpe Ratio1.421.59
Treynor Ratio37.5834.11
5 Years
StatisticPJHRXCategory
Alpha (against Standard Index)13.6710.68
Beta (against Standard Index)0.830.73
Mean Annual Return2.011.66
R-squared (against Standard Index)41.7456.21
Standard Deviation18.7714.56
Sharpe Ratio1.281.38
Treynor Ratio29.8128.10
10 Years
StatisticPJHRXCategory
Alpha (against Standard Index)9.956.23
Beta (against Standard Index)0.730.65
Mean Annual Return1.401.04
R-squared (against Standard Index)46.2653.66
Standard Deviation17.7514.98
Sharpe Ratio0.860.73
Treynor Ratio20.2216.04