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    Prudential Jennison Health Sciences R (PJHRX)

    53.11 Down 0.45(0.84%) Apr 1

    Risk as of Feb 27, 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)26.2619.77
    Beta (against Standard Index)0.610.72
    Mean Annual Return2.772.34
    R-squared (against Standard Index)14.5039.97
    Standard Deviation16.6712.79
    Sharpe Ratio1.992.24
    Treynor Ratio60.9843.44
    5 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)19.0813.70
    Beta (against Standard Index)0.790.72
    Mean Annual Return2.331.82
    R-squared (against Standard Index)41.6855.78
    Standard Deviation17.8014.41
    Sharpe Ratio1.571.52
    Treynor Ratio37.8031.68
    10 Years
    StatisticPJHRXCategory
    Alpha (against Standard Index)12.788.66
    Beta (against Standard Index)0.730.65
    Mean Annual Return1.561.18
    R-squared (against Standard Index)45.7853.62
    Standard Deviation17.8315.03
    Sharpe Ratio0.960.84
    Treynor Ratio23.3718.91