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Friday, December 11, 2009, 12:25AM ET - U.S. Markets open in 9 hours and 5 minutes. Dow Up 0.67% Nasdaq Up 0.33%
Jacobs and Company (JACOX)On Dec 1: 5.69  Down 0.18 (3.07%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:1
Number of Years Down:4
Best 1 Yr Total Return (2005):3.77%
Worst 1 Yr Total Return (2008):-22.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJACOXCategory
Alpha (against Standard Index)-10.73-2.88
Beta (against Standard Index)0.791.08
Mean Annual Return-9.41-0.13
R-squared (against Standard Index)7793.44
Standard Deviation11.7014.69
Sharpe Ratio-0.98N/A
Treynor Ratio-15.05N/A
5 Years
StatisticJACOXCategory
Alpha (against Standard Index)-9.20-2.47
Beta (against Standard Index)0.831.06
Mean Annual Return-4.860.23
R-squared (against Standard Index)7392.52
Standard Deviation10.3311.89
Sharpe Ratio-0.72N/A
Treynor Ratio-9.56N/A
10 Years
StatisticJACOXCategory
Alpha (against Standard Index)N/A-2.17
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.26
R-squared (against Standard Index)N/A86.72
Standard DeviationN/A11.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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