Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 5, 2009, 7:24PM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
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
Dryden Global Total Return Z (PZTRX)
On
Dec 4
:
7.32
0.13
(1.74%)
MORE ON PZTRX
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 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
9.68%
Worst 1 Yr Total Return
(2005)
:
-7.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PZTRX
Category
Alpha (against Standard Index)
-1.27
-1.14
Beta (against Standard Index)
1.97
1.47
Mean Annual Return
8.44
0.58
R-squared (against Standard Index)
53
50.46
Standard Deviation
11.02
8.81
Sharpe Ratio
0.57
N/A
Treynor Ratio
3.06
N/A
5 Years
Statistic
PZTRX
Category
Alpha (against Standard Index)
-0.69
-0.18
Beta (against Standard Index)
1.65
1.21
Mean Annual Return
5.34
0.44
R-squared (against Standard Index)
42
39.58
Standard Deviation
9.33
7.42
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.40
N/A
10 Years
Statistic
PZTRX
Category
Alpha (against Standard Index)
-1.51
-0.04
Beta (against Standard Index)
1.36
1.06
Mean Annual Return
5.72
0.53
R-squared (against Standard Index)
43
39.24
Standard Deviation
7.81
6.67
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.02
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center