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Dryden Total Return Bond B (PRDBX)
On
Dec 8
:
13.24
0.02
(0.15%)
MORE ON PRDBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.77%
Worst 1 Yr Total Return
(2008)
:
-3.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRDBX
Category
Alpha (against Standard Index)
-0.33
-1.72
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
6.16
0.39
R-squared (against Standard Index)
60
59.27
Standard Deviation
5.48
5.93
Sharpe Ratio
0.67
N/A
Treynor Ratio
3.54
N/A
5 Years
Statistic
PRDBX
Category
Alpha (against Standard Index)
-0.44
-1.05
Beta (against Standard Index)
1.05
0.98
Mean Annual Return
4.66
0.33
R-squared (against Standard Index)
66
61.87
Standard Deviation
4.65
4.88
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.55
N/A
10 Years
Statistic
PRDBX
Category
Alpha (against Standard Index)
-0.89
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
5.32
0.45
R-squared (against Standard Index)
72
71.12
Standard Deviation
4.39
4.47
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.37
N/A
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