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    Jensen Quality Growth J (JENSX)

    40.69 Up 0.62(1.55%) Dec 7

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up17
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):32.33%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.97%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)0.56-2.08
    Beta (against Standard Index)0.901.04
    Mean Annual Return0.740.80
    R-squared (against Standard Index)88.3385.16
    Standard Deviation10.3312.28
    Sharpe Ratio0.850.78
    Treynor Ratio9.568.79
    5 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)0.33-2.12
    Beta (against Standard Index)0.921.07
    Mean Annual Return1.111.24
    R-squared (against Standard Index)89.4086.21
    Standard Deviation10.0812.86
    Sharpe Ratio1.311.16
    Treynor Ratio14.6613.97
    10 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)1.470.31
    Beta (against Standard Index)0.861.02
    Mean Annual Return0.700.72
    R-squared (against Standard Index)90.5188.54
    Standard Deviation13.8916.63
    Sharpe Ratio0.550.47
    Treynor Ratio7.986.56