• FirefoxUpgrade to the new Firefox »
  •  Dow Up2.43% Nasdaq Up2.24%

    Prudential Jennison Health Sciences R (PJHRX)

    55.26 Up 1.69(3.15%) Dec 18

    Risk as of Nov 29, 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
    Alpha (against Standard Index)23.7118.40
    Beta (against Standard Index)0.670.72
    Mean Annual Return2.782.40
    R-squared (against Standard Index)17.4138.98
    Standard Deviation16.8612.86
    Sharpe Ratio1.982.29
    Treynor Ratio55.4044.34
    5 Years
    Alpha (against Standard Index)18.4213.64
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.241.78
    R-squared (against Standard Index)42.0955.31
    Standard Deviation17.7414.31
    Sharpe Ratio1.511.49
    Treynor Ratio35.8830.98
    10 Years
    Alpha (against Standard Index)11.667.78
    Beta (against Standard Index)0.740.66
    Mean Annual Return1.491.13
    R-squared (against Standard Index)46.1653.28
    Standard Deviation17.9215.20
    Sharpe Ratio0.910.79
    Treynor Ratio21.7117.55