Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 5:14AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Dryden Large Cap Core Equity A (PTMAX)On Dec 24: 10.59  Up 0.05 (0.47%)  
MORE ON PTMAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):16.13%
Worst 1 Yr Total Return (2008):-37.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPTMAXCategory
Alpha (against Standard Index)-1.710.06
Beta (against Standard Index)0.981.00
Mean Annual Return-7.27-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.6720.42
Sharpe Ratio-0.40N/A
Treynor Ratio-9.70N/A
5 Years
StatisticPTMAXCategory
Alpha (against Standard Index)-1.070.04
Beta (against Standard Index)0.991.01
Mean Annual Return-0.340.17
R-squared (against Standard Index)9995.19
Standard Deviation15.9816.64
Sharpe Ratio-0.12N/A
Treynor Ratio-3.37N/A
10 Years
StatisticPTMAXCategory
Alpha (against Standard Index)-0.250.81
Beta (against Standard Index)0.990.96
Mean Annual Return-0.780.14
R-squared (against Standard Index)9891.13
Standard Deviation16.1516.39
Sharpe Ratio-0.15N/A
Treynor Ratio-3.76N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center