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Jennison 20/20 Focus B (PTWBX)
On
Dec 4
:
12.97
0.01
(0.08%)
MORE ON PTWBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
20.76%
Worst 1 Yr Total Return
(2008)
:
-40.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PTWBX
Category
Alpha (against Standard Index)
6.49
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-1.73
-0.24
R-squared (against Standard Index)
80
88.47
Standard Deviation
22.62
20.84
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.00
N/A
5 Years
Statistic
PTWBX
Category
Alpha (against Standard Index)
6.39
0.94
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
6.34
0.21
R-squared (against Standard Index)
80
86.37
Standard Deviation
18.63
17.46
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.16
N/A
10 Years
Statistic
PTWBX
Category
Alpha (against Standard Index)
5.13
0.18
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
3.73
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
18.31
19.22
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.73
N/A
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