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Dryden Small Cap Core Equity A (PQVAX)
On
Dec 29
:
14.62
0.01
(0.07%)
MORE ON PQVAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
22.91%
Worst 1 Yr Total Return
(2008)
:
-35.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PQVAX
Category
Alpha (against Standard Index)
-5.03
-0.48
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
-12.17
-0.45
R-squared (against Standard Index)
86
86.39
Standard Deviation
24.40
24.75
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-12.64
N/A
5 Years
Statistic
PQVAX
Category
Alpha (against Standard Index)
-2.95
0.00
Beta (against Standard Index)
1.18
1.17
Mean Annual Return
-3.26
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
20.77
20.64
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.29
N/A
10 Years
Statistic
PQVAX
Category
Alpha (against Standard Index)
5.88
7.16
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
4.68
0.66
R-squared (against Standard Index)
69
64.42
Standard Deviation
19.91
20.26
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.72
N/A
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