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    Prudential Jennison Health Sciences R (PJHRX)

    49.16 Down 1.09(2.17%) Jan 28

    Risk as of Dec 30, 2014Get 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)25.0818.25
    Beta (against Standard Index)0.640.72
    Mean Annual Return2.832.36
    R-squared (against Standard Index)16.4139.66
    Standard Deviation16.8612.95
    Sharpe Ratio2.012.22
    Treynor Ratio59.0243.29
    5 Years
    Alpha (against Standard Index)18.9613.57
    Beta (against Standard Index)0.780.72
    Mean Annual Return2.221.72
    R-squared (against Standard Index)41.2655.30
    Standard Deviation17.7214.32
    Sharpe Ratio1.501.44
    Treynor Ratio36.0829.94
    10 Years
    Alpha (against Standard Index)11.717.55
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.461.07
    R-squared (against Standard Index)45.5653.18
    Standard Deviation17.8215.10
    Sharpe Ratio0.890.75
    Treynor Ratio21.3416.61