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Saturday, December 5, 2009, 5:32AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

INTECH Risk-Managed Growth I (JRMGX)

On Dec 4: 10.85   0.06 (0.56%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 2 Number of Years Down: 1 Best 1 Yr Total Return (2007): 10.77% Worst 1 Yr Total Return (2008): -42.48% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JRMGX Category Alpha (against Standard Index) -0.37 2.45 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -7.26 -0.24 R-squared (against Standard Index) 91 88.47 Standard Deviation 19.91 20.84 Sharpe Ratio -0.40 N/A Treynor Ratio -9.94 N/A 5 Years Statistic JRMGX Category Alpha (against Standard Index) -1.07 0.94 Beta (against Standard Index) 0.98 1.01 Mean Annual Return -0.77 0.21 R-squared (against Standard Index) 91 86.37 Standard Deviation 16.32 17.46 Sharpe Ratio -0.15 N/A Treynor Ratio -3.88 N/A 10 Years Statistic JRMGX Category Alpha (against Standard Index) N/A 0.18 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.04 R-squared (against Standard Index) N/A 78.62 Standard Deviation N/A 19.22 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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