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Dryden Large Cap Core Equity C (PTMCX)
On
Dec 4
:
9.91
0.06
(0.61%)
MORE ON PTMCX
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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
(2006)
:
15.18%
Worst 1 Yr Total Return
(2008)
:
-38.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PTMCX
Category
Alpha (against Standard Index)
-2.57
0.38
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-9.22
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.30
20.09
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-11.87
N/A
5 Years
Statistic
PTMCX
Category
Alpha (against Standard Index)
-1.70
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-1.34
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
15.88
16.47
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.42
N/A
10 Years
Statistic
PTMCX
Category
Alpha (against Standard Index)
-0.98
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-1.87
0.11
R-squared (against Standard Index)
98
91.16
Standard Deviation
16.03
16.35
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-4.90
N/A
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