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Prudential Jennison Health Sciences R (PJHRX)

46.47 Up 0.50(1.09%) Sep 16

Risk as of Aug 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)22.1117.21
Beta (against Standard Index)0.650.67
Mean Annual Return2.612.22
R-squared (against Standard Index)25.2947.02
Standard Deviation17.3013.70
Sharpe Ratio1.801.96
Treynor Ratio52.7243.58
5 Years
StatisticPJHRXCategory
Alpha (against Standard Index)15.1911.60
Beta (against Standard Index)0.840.74
Mean Annual Return2.131.72
R-squared (against Standard Index)42.0555.94
Standard Deviation18.9614.71
Sharpe Ratio1.341.42
Treynor Ratio31.4129.05
10 Years
StatisticPJHRXCategory
Alpha (against Standard Index)10.166.62
Beta (against Standard Index)0.730.65
Mean Annual Return1.431.09
R-squared (against Standard Index)46.2153.45
Standard Deviation17.8515.09
Sharpe Ratio0.870.76
Treynor Ratio20.6616.83