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INTECH Risk-Managed Value I (JRSIX)

On Feb 9: 8.01   0.11 (1.39%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2009): 17.99% Worst 1 Yr Total Return (2008): -34.79% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JRSIX Category Alpha (against Standard Index) -1.81 -1.25 Beta (against Standard Index) 1.04 1.01 Mean Annual Return -9.42 -0.57 R-squared (against Standard Index) 96 94.65 Standard Deviation 21.14 20.74 Sharpe Ratio -0.45 N/A Treynor Ratio -10.96 N/A 5 Years Statistic JRSIX Category Alpha (against Standard Index) N/A -0.23 Beta (against Standard Index) N/A 1.01 Mean Annual Return N/A 0.11 R-squared (against Standard Index) N/A 93.42 Standard Deviation N/A 16.80 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic JRSIX Category Alpha (against Standard Index) N/A 3.13 Beta (against Standard Index) N/A 0.89 Mean Annual Return N/A 0.32 R-squared (against Standard Index) N/A 82.22 Standard Deviation N/A 15.87 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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