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    Prudential Jennison Health Sciences R (PJHRX)

    48.88 Up 1.30(2.73%) Oct 2

    Risk as of Aug 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)23.5518.32
    Beta (against Standard Index)0.750.82
    Mean Annual Return2.562.17
    R-squared (against Standard Index)15.6437.23
    Standard Deviation18.7213.86
    Sharpe Ratio1.641.92
    Treynor Ratio43.9634.70
    5 Years
    Alpha (against Standard Index)22.2916.25
    Beta (against Standard Index)0.760.73
    Mean Annual Return2.501.97
    R-squared (against Standard Index)33.7851.46
    Standard Deviation17.7314.21
    Sharpe Ratio1.691.67
    Treynor Ratio42.5834.38
    10 Years
    Alpha (against Standard Index)12.168.24
    Beta (against Standard Index)0.730.66
    Mean Annual Return1.441.08
    R-squared (against Standard Index)44.2952.81
    Standard Deviation18.3215.33
    Sharpe Ratio0.870.76
    Treynor Ratio21.2117.08