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INTECH Risk-Managed Core J (JRMSX)

On Dec 23: 11.48   0.03 (0.26%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 17.68% Worst 1 Yr Total Return (2008): -36.57% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JRMSX Category Alpha (against Standard Index) -0.94 0.06 Beta (against Standard Index) 0.98 1.00 Mean Annual Return -6.54 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 19.69 20.42 Sharpe Ratio -0.36 N/A Treynor Ratio -8.98 N/A 5 Years Statistic JRMSX Category Alpha (against Standard Index) -0.23 0.04 Beta (against Standard Index) 0.98 1.01 Mean Annual Return 0.51 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 15.96 16.64 Sharpe Ratio -0.07 N/A Treynor Ratio -2.53 N/A 10 Years Statistic JRMSX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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