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    Jensen Quality Growth J (JENSX)

    40.42 Down 0.42(1.03%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up16
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):32.33%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.97%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)-0.53-2.22
    Beta (against Standard Index)0.961.08
    Mean Annual Return1.481.54
    R-squared (against Standard Index)88.5382.10
    Standard Deviation9.2710.92
    Sharpe Ratio1.911.70
    Treynor Ratio19.5917.97
    5 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)-1.00-2.04
    Beta (against Standard Index)0.931.07
    Mean Annual Return1.101.19
    R-squared (against Standard Index)93.4690.31
    Standard Deviation12.4914.66
    Sharpe Ratio1.050.98
    Treynor Ratio14.1013.16
    10 Years
    StatisticJENSXCategory
    Alpha (against Standard Index)0.620.03
    Beta (against Standard Index)0.851.03
    Mean Annual Return0.670.73
    R-squared (against Standard Index)89.4087.75
    Standard Deviation13.2016.18
    Sharpe Ratio0.500.45
    Treynor Ratio6.986.02