Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 12:19AM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Jennison Blend C (PRECX)
On
Dec 24
:
14.56
0.07
(0.48%)
MORE ON PRECX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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
(2005)
:
16.81%
Worst 1 Yr Total Return
(2008)
:
-41.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRECX
Category
Alpha (against Standard Index)
1.92
2.20
Beta (against Standard Index)
1.02
0.99
Mean Annual Return
-4.43
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
21.50
21.04
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.56
N/A
5 Years
Statistic
PRECX
Category
Alpha (against Standard Index)
2.62
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
2.99
0.24
R-squared (against Standard Index)
87
86.59
Standard Deviation
17.93
17.50
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.00
N/A
10 Years
Statistic
PRECX
Category
Alpha (against Standard Index)
2.37
-0.13
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
1.51
0.05
R-squared (against Standard Index)
86
78.99
Standard Deviation
17.76
19.17
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.40
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center