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Prudential Jennison Health Sciences R (PJHRX)

52.57 Up 0.61(1.17%) Nov 26

Risk as of Oct 30, 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)24.7518.82
Beta (against Standard Index)0.640.71
Mean Annual Return2.752.33
R-squared (against Standard Index)16.8239.40
Standard Deviation16.8612.92
Sharpe Ratio1.952.20
Treynor Ratio57.0743.55
5 Years
StatisticPJHRXCategory
Alpha (against Standard Index)19.3414.03
Beta (against Standard Index)0.810.73
Mean Annual Return2.371.85
R-squared (against Standard Index)42.4655.50
Standard Deviation18.1514.52
Sharpe Ratio1.561.53
Treynor Ratio37.3331.96
10 Years
StatisticPJHRXCategory
Alpha (against Standard Index)11.527.56
Beta (against Standard Index)0.740.66
Mean Annual Return1.501.13
R-squared (against Standard Index)46.2953.21
Standard Deviation17.9415.21
Sharpe Ratio0.920.78
Treynor Ratio21.9317.61