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    Prudential Jennison Health Sciences R (PJHRX)

    56.72 Up 0.08(0.14%) Jul 1

    Risk as of May 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)26.0619.83
    Beta (against Standard Index)0.570.68
    Mean Annual Return2.892.50
    R-squared (against Standard Index)8.0126.07
    Standard Deviation17.5912.60
    Sharpe Ratio1.972.46
    Treynor Ratio68.0550.30
    5 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)20.4815.74
    Beta (against Standard Index)0.730.68
    Mean Annual Return2.441.99
    R-squared (against Standard Index)31.4347.25
    Standard Deviation17.7213.78
    Sharpe Ratio1.651.74
    Treynor Ratio43.3137.99
    10 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)12.528.61
    Beta (against Standard Index)0.720.65
    Mean Annual Return1.561.19
    R-squared (against Standard Index)43.5152.01
    Standard Deviation18.0915.10
    Sharpe Ratio0.950.85
    Treynor Ratio23.5319.42