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INTECH Risk-Managed Value I (JRSIX)

On Dec 4: 8.26   0.06 (0.73%)

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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 (2006): 17.72% Worst 1 Yr Total Return (2008): -34.79% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic JRSIX Category Alpha (against Standard Index) -1.58 -1.05 Beta (against Standard Index) 1.05 1.02 Mean Annual Return -9.10 -0.55 R-squared (against Standard Index) 96 94.27 Standard Deviation 20.90 20.65 Sharpe Ratio -0.46 N/A Treynor Ratio -10.98 N/A 5 Years Statistic JRSIX Category Alpha (against Standard Index) N/A 0.04 Beta (against Standard Index) N/A 1.02 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 93.13 Standard Deviation N/A 16.85 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A 10 Years Statistic JRSIX Category Alpha (against Standard Index) N/A 2.54 Beta (against Standard Index) N/A 0.88 Mean Annual Return N/A 0.27 R-squared (against Standard Index) N/A 80.76 Standard Deviation N/A 15.89 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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