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Saturday, December 26, 2009, 4:11AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

INTECH Risk-Managed Value C (JRSCX)

On Dec 24: 8.37   0.04 (0.48%)

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Risk  As of 30-Nov-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 (2006): 16.54% Worst 1 Yr Total Return (2008): -35.41% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JRSCX Category Alpha (against Standard Index) -2.76 -1.37 Beta (against Standard Index) 1.05 1.02 Mean Annual Return -8.88 -0.45 R-squared (against Standard Index) 96 94.58 Standard Deviation 21.15 20.79 Sharpe Ratio -0.44 N/A Treynor Ratio -10.68 N/A 5 Years Statistic JRSCX Category Alpha (against Standard Index) N/A -0.29 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 93.49 Standard Deviation N/A 16.81 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic JRSCX Category Alpha (against Standard Index) N/A 2.74 Beta (against Standard Index) N/A 0.88 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 81.33 Standard Deviation N/A 15.97 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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