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Jennison 20/20 Focus C (PTWCX)
On
Jan 6
:
13.65
0.00
(0.00%)
MORE ON PTWCX
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Risk
As of 30-Nov-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)
:
-40.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PTWCX
Category
Alpha (against Standard Index)
6.37
2.20
Beta (against Standard Index)
1.04
0.99
Mean Annual Return
-0.48
-0.14
R-squared (against Standard Index)
81
88.76
Standard Deviation
22.86
21.04
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.65
N/A
5 Years
Statistic
PTWCX
Category
Alpha (against Standard Index)
6.44
0.80
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
6.81
0.24
R-squared (against Standard Index)
80
86.59
Standard Deviation
18.72
17.50
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.65
N/A
10 Years
Statistic
PTWCX
Category
Alpha (against Standard Index)
4.94
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
3.96
0.05
R-squared (against Standard Index)
84
78.99
Standard Deviation
18.36
19.17
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.99
N/A
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