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Jennison Equity Opp B (PJIBX)
On
Jan 7
:
11.04
0.01
(0.09%)
MORE ON PJIBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.15%
Worst 1 Yr Total Return
(2008)
:
-39.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PJIBX
Category
Alpha (against Standard Index)
2.80
0.06
Beta (against Standard Index)
1.12
1.00
Mean Annual Return
-4.58
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
23.30
20.42
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.11
N/A
5 Years
Statistic
PJIBX
Category
Alpha (against Standard Index)
1.33
0.04
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
1.39
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
18.99
16.64
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.42
N/A
10 Years
Statistic
PJIBX
Category
Alpha (against Standard Index)
7.09
0.81
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
6.16
0.14
R-squared (against Standard Index)
80
91.13
Standard Deviation
18.78
16.39
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.13
N/A
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