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Thursday, January 7, 2010, 10:14PM ET - U.S. Markets Closed. Dow Up 0.31% Nasdaq Down 0.05%
INTECH Risk-Managed Growth A (JDRAX)On Jan 7: 11.21  Down 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):10.53%
Worst 1 Yr Total Return (2008):-42.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJDRAXCategory
Alpha (against Standard Index)-0.732.20
Beta (against Standard Index)0.970.99
Mean Annual Return-6.39-0.14
R-squared (against Standard Index)9188.76
Standard Deviation20.1621.04
Sharpe Ratio-0.34N/A
Treynor Ratio-8.91N/A
5 Years
StatisticJDRAXCategory
Alpha (against Standard Index)-1.330.80
Beta (against Standard Index)0.971.01
Mean Annual Return-0.660.24
R-squared (against Standard Index)9186.59
Standard Deviation16.3717.50
Sharpe Ratio-0.14N/A
Treynor Ratio-3.75N/A
10 Years
StatisticJDRAXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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