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Jacob Internet (JAMFX)
On
Dec 17
:
2.11
0.03
(1.40%)
MORE ON JAMFX
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Research Reports
Risk
As of 30-Nov-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)
:
32.30%
Worst 1 Yr Total Return
(2008)
:
-51.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JAMFX
Category
Alpha (against Standard Index)
2.48
6.38
Beta (against Standard Index)
1.25
1.13
Mean Annual Return
-7.01
0.14
R-squared (against Standard Index)
73
78.37
Standard Deviation
28.90
25.34
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.42
N/A
5 Years
Statistic
JAMFX
Category
Alpha (against Standard Index)
2.84
3.18
Beta (against Standard Index)
1.30
1.18
Mean Annual Return
1.35
0.42
R-squared (against Standard Index)
68
73.49
Standard Deviation
25.23
22.16
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
JAMFX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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