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INTECH Risk-Managed Growth A (JDRAX)
On
Feb 9
:
10.57
0.13
(1.25%)
MORE ON JDRAX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
33.24%
Worst 1 Yr Total Return
(2008)
:
-42.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JDRAX
Category
Alpha (against Standard Index)
-0.78
2.46
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-7.91
-0.25
R-squared (against Standard Index)
91
88.93
Standard Deviation
20.39
21.28
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-10.12
N/A
5 Years
Statistic
JDRAX
Category
Alpha (against Standard Index)
-1.26
0.97
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.13
0.20
R-squared (against Standard Index)
91
86.48
Standard Deviation
16.50
17.57
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.12
N/A
10 Years
Statistic
JDRAX
Category
Alpha (against Standard Index)
N/A
-0.87
Beta (against Standard Index)
N/A
1.03
Mean Annual Return
N/A
-0.04
R-squared (against Standard Index)
N/A
79.67
Standard Deviation
N/A
18.78
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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