• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.12% Nasdaq Up0.71%

    Prudential Jennison Health Sciences R (PJHRX)

    54.96 Down 1.03(1.84%) Apr 24

    Risk as of Mar 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
    StatisticPJHRXCategory
    Alpha (against Standard Index)26.5619.79
    Beta (against Standard Index)0.600.71
    Mean Annual Return2.752.29
    R-squared (against Standard Index)14.2139.84
    Standard Deviation16.6612.74
    Sharpe Ratio1.982.19
    Treynor Ratio61.6043.02
    5 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)19.5714.29
    Beta (against Standard Index)0.780.72
    Mean Annual Return2.261.78
    R-squared (against Standard Index)40.3654.92
    Standard Deviation17.6614.33
    Sharpe Ratio1.531.49
    Treynor Ratio36.9030.80
    10 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)13.139.03
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.591.21
    R-squared (against Standard Index)45.4353.23
    Standard Deviation17.8215.01
    Sharpe Ratio0.990.86
    Treynor Ratio24.0919.72