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    Prudential Jennison Health Sciences R (PJHRX)

    52.16 Down 0.11(0.21%) Mar 3

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):55.52%
    Worst 1 Yr Total Return(Dec 30, 2014):35.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)25.9519.18
    Beta (against Standard Index)0.580.69
    Mean Annual Return2.722.25
    R-squared (against Standard Index)13.3936.57
    Standard Deviation16.5912.66
    Sharpe Ratio1.962.17
    Treynor Ratio61.7843.69
    5 Years
    Alpha (against Standard Index)18.9513.56
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.261.76
    R-squared (against Standard Index)41.2155.22
    Standard Deviation17.7314.34
    Sharpe Ratio1.531.48
    Treynor Ratio36.5030.43
    10 Years
    Alpha (against Standard Index)12.338.22
    Beta (against Standard Index)0.720.65
    Mean Annual Return1.511.13
    R-squared (against Standard Index)44.9952.72
    Standard Deviation17.8015.02
    Sharpe Ratio0.930.80
    Treynor Ratio22.5118.00