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INTECH Risk-Managed Growth C (JCGCX)
On
Jan 7
:
10.88
0.01
(0.09%)
MORE ON JCGCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.83%
Worst 1 Yr Total Return
(2008)
:
-43.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCGCX
Category
Alpha (against Standard Index)
-1.39
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-7.03
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
20.19
21.04
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.55
N/A
5 Years
Statistic
JCGCX
Category
Alpha (against Standard Index)
-2.05
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.38
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
16.40
17.50
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.48
N/A
10 Years
Statistic
JCGCX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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