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Wednesday, December 9, 2009, 6:51PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Jensen I (JENIX)On Dec 9: 24.18  Up 0.06 (0.25%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):14.26%
Worst 1 Yr Total Return (2008):-28.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJENIXCategory
Alpha (against Standard Index)2.772.45
Beta (against Standard Index)0.811.00
Mean Annual Return-2.53-0.24
R-squared (against Standard Index)8888.47
Standard Deviation16.9520.84
Sharpe Ratio-0.21N/A
Treynor Ratio-6.09N/A
5 Years
StatisticJENIXCategory
Alpha (against Standard Index)0.610.94
Beta (against Standard Index)0.791.01
Mean Annual Return1.590.21
R-squared (against Standard Index)8686.37
Standard Deviation13.6117.46
Sharpe Ratio-0.03N/A
Treynor Ratio-1.81N/A
10 Years
StatisticJENIXCategory
Alpha (against Standard Index)3.050.18
Beta (against Standard Index)0.711.04
Mean Annual Return3.280.04
R-squared (against Standard Index)7378.62
Standard Deviation13.4919.22
Sharpe Ratio0.09N/A
Treynor Ratio0.43N/A

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