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Jensen R (JENRX)

On Dec 18: 24.21   0.10 (0.41%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 13.73% Worst 1 Yr Total Return (2008): -29.15% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JENRX Category Alpha (against Standard Index) 3.24 2.20 Beta (against Standard Index) 0.82 0.99 Mean Annual Return -1.14 -0.14 R-squared (against Standard Index) 88 88.76 Standard Deviation 17.39 21.04 Sharpe Ratio -0.11 N/A Treynor Ratio -4.14 N/A 5 Years Statistic JENRX Category Alpha (against Standard Index) 0.84 0.80 Beta (against Standard Index) 0.81 1.01 Mean Annual Return 2.09 0.24 R-squared (against Standard Index) 86 86.59 Standard Deviation 13.89 17.50 Sharpe Ratio 0.01 N/A Treynor Ratio -1.12 N/A 10 Years Statistic JENRX Category Alpha (against Standard Index) 3.10 -0.13 Beta (against Standard Index) 0.72 1.04 Mean Annual Return 3.58 0.05 R-squared (against Standard Index) 73 78.99 Standard Deviation 13.63 19.17 Sharpe Ratio 0.12 N/A Treynor Ratio 0.90 N/A
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