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Prudential Jennison Health Sciences R (PJHRX)

48.39 Up 1.20(2.54%) Oct 23

Risk as of Sep 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
StatisticPJHRXCategory
Alpha (against Standard Index)22.5717.64
Beta (against Standard Index)0.630.65
Mean Annual Return2.732.35
R-squared (against Standard Index)20.7741.28
Standard Deviation16.7913.00
Sharpe Ratio1.952.21
Treynor Ratio57.6147.73
5 Years
StatisticPJHRXCategory
Alpha (against Standard Index)15.3712.08
Beta (against Standard Index)0.840.74
Mean Annual Return2.031.67
R-squared (against Standard Index)41.9856.09
Standard Deviation18.9614.79
Sharpe Ratio1.281.36
Treynor Ratio29.8027.87
10 Years
StatisticPJHRXCategory
Alpha (against Standard Index)10.206.73
Beta (against Standard Index)0.730.65
Mean Annual Return1.401.07
R-squared (against Standard Index)46.2453.19
Standard Deviation17.8615.17
Sharpe Ratio0.850.74
Treynor Ratio20.1516.43