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    Prudential Jennison Health Sciences R (PJHRX)

    33.81 Down 1.04(2.98%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):55.52%
    Worst 1 Yr Total Return(Dec 30, 2015):4.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)14.9218.41
    Beta (against Standard Index)1.000.84
    Mean Annual Return1.622.10
    R-squared (against Standard Index)25.1039.75
    Standard Deviation22.7515.45
    Sharpe Ratio0.851.66
    Treynor Ratio18.0031.91
    5 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)15.9815.34
    Beta (against Standard Index)0.850.74
    Mean Annual Return1.711.70
    R-squared (against Standard Index)31.9748.18
    Standard Deviation20.2014.41
    Sharpe Ratio1.011.42
    Treynor Ratio23.4128.47
    10 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)9.668.18
    Beta (against Standard Index)0.770.66
    Mean Annual Return1.151.05
    R-squared (against Standard Index)43.1852.53
    Standard Deviation19.7215.69
    Sharpe Ratio0.640.73
    Treynor Ratio14.7516.34