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Dryden Mid Cap Value A (SPRAX)
On
Dec 9
:
11.23
0.02
(0.18%)
MORE ON SPRAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
11.58%
Worst 1 Yr Total Return
(2008)
:
-35.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPRAX
Category
Alpha (against Standard Index)
4.23
2.32
Beta (against Standard Index)
1.21
1.15
Mean Annual Return
-5.61
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
24.67
23.68
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.64
N/A
5 Years
Statistic
SPRAX
Category
Alpha (against Standard Index)
2.81
2.22
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
1.96
0.30
R-squared (against Standard Index)
87
89.12
Standard Deviation
20.83
19.61
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.87
N/A
10 Years
Statistic
SPRAX
Category
Alpha (against Standard Index)
7.43
7.83
Beta (against Standard Index)
0.93
0.94
Mean Annual Return
6.60
0.70
R-squared (against Standard Index)
73
72.23
Standard Deviation
17.56
17.96
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.90
N/A
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