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Dryden Small Cap Value A (PZVAX)
On
Dec 16
:
10.70
0.09
(0.85%)
MORE ON PZVAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.35%
Worst 1 Yr Total Return
(2008)
:
-26.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PZVAX
Category
Alpha (against Standard Index)
-3.41
-0.27
Beta (against Standard Index)
1.08
1.17
Mean Annual Return
-10.07
-0.44
R-squared (against Standard Index)
83
84.58
Standard Deviation
23.36
25.23
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.48
N/A
5 Years
Statistic
PZVAX
Category
Alpha (against Standard Index)
-1.30
0.26
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
-1.29
0.18
R-squared (against Standard Index)
81
81.92
Standard Deviation
19.51
21.20
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.91
N/A
10 Years
Statistic
PZVAX
Category
Alpha (against Standard Index)
8.26
8.93
Beta (against Standard Index)
0.90
0.95
Mean Annual Return
7.96
0.82
R-squared (against Standard Index)
69
64.94
Standard Deviation
17.54
19.09
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.60
N/A
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