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Jensen J (JENSX)On Dec 10: 24.36  Up 0.20 (0.83%)  
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Risk  As of 30-Nov-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):14.01%
Worst 1 Yr Total Return (2008):-28.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJENSXCategory
Alpha (against Standard Index)3.502.20
Beta (against Standard Index)0.820.99
Mean Annual Return-0.88-0.14
R-squared (against Standard Index)8888.76
Standard Deviation17.3921.04
Sharpe Ratio-0.09N/A
Treynor Ratio-3.82N/A
5 Years
StatisticJENSXCategory
Alpha (against Standard Index)1.100.80
Beta (against Standard Index)0.811.01
Mean Annual Return2.340.24
R-squared (against Standard Index)8686.59
Standard Deviation13.9017.50
Sharpe Ratio0.03N/A
Treynor Ratio-0.80N/A
10 Years
StatisticJENSXCategory
Alpha (against Standard Index)3.35-0.13
Beta (against Standard Index)0.721.04
Mean Annual Return3.840.05
R-squared (against Standard Index)7378.99
Standard Deviation13.6419.17
Sharpe Ratio0.13N/A
Treynor Ratio1.27N/A

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