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    Prudential Jennison Health Sciences R (PJHRX)

    49.67 Up 0.45(0.91%) Nov 25

    Risk as of Oct 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)20.5516.14
    Beta (against Standard Index)0.760.84
    Mean Annual Return2.352.05
    R-squared (against Standard Index)17.1939.79
    Standard Deviation19.8415.03
    Sharpe Ratio1.421.66
    Treynor Ratio39.0531.36
    5 Years
    Alpha (against Standard Index)18.9414.38
    Beta (against Standard Index)0.740.74
    Mean Annual Return2.091.72
    R-squared (against Standard Index)29.8449.51
    Standard Deviation18.1614.58
    Sharpe Ratio1.381.42
    Treynor Ratio35.2928.68
    10 Years
    Alpha (against Standard Index)10.967.74
    Beta (against Standard Index)0.740.66
    Mean Annual Return1.371.07
    R-squared (against Standard Index)43.4752.91
    Standard Deviation18.7515.67
    Sharpe Ratio0.810.73
    Treynor Ratio19.6516.49