Fund Research for INTECH Risk-Managed Growth I (JRMGX)

  • Fund Overview

    Fund Inception Date: Nov 28, 2005
    Category: Large Growth
    Overall Risk: Average
    Fund Family: Janus
    Return Since Inception: -4.16%
    YTD Return: 30.99%
    Yield (TTM): 1.71%
    Net Assets: 796.15 M
    Morningstar Rating:
    2 of 5

    The investment seeks long-term growth of capital. The fund normally invests in common stocks from the universe of the benchmark index, which is the Russell 1000 Growth index. Stocks are selected for their potential contribution to the long-term growth of capital, utilizing INTECH's mathematical investment process. It may invest the assets in derivatives.

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    Size
    Average Market Cap $25,378 M
    Market Capitalization Portfolio
    Giant 46.33%
    Large 25.18%
    Medium 27.12%
    Small 1.37%
    Micro 0.00%
    Morningstar Rating as of 10/31/2009
    YTD Returns as of 11/25/2009    		 Style Box Detail calculations do not include the fund's short positions (if any)

  • Fund Performance

    10 year Growth Chart
    Growth of $10,000 from 11/30/2005 to 10/31/2009
    Mouseover the chart to see values for each month.

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    Total Annualized Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Fund 30.99% 37.43% -5.74% — — -4.16%
    +/- Category -2.21% -4.40% -2.06% — — —
    +/- S&P 500 TR 5.85% 4.28% -0.24% — -0.95% —

    Standardized Annual Returns

    YTD 1 year 3 year 5 year 10 year Since Inception
    Month (as of 10/31/2009) 22.07% 11.62% -7.26% -0.77% — -4.16%
    Quarter (as of 09/30/2009) 24.00% -7.09% -5.88% — — -3.86%
    Fund and Category YTD, 1yr, 3yr and 5yr Returns as of 11/25/2009
    Index YTD,1yr, 3ys and 5yr Returns as of 11/25/2009 10 yr and Since Inception Returns as of 10/31/2009
    Inception Date: 11/28/2005
    Ratings are based on risk-adjusted performance.
    View Total Returns

  • Fund Portfolio Profile

    Sector Breakdown

    Stocks
    Information 29.98%
    Service 40.55%
    Manufacturing 29.10%

    Asset Allocation

    Short Long Net Assets
    Cash — 0.00% 0.00%
    Stocks — 100.00% 100.00%
    Bonds — 0.00% 0.00%
    Other — 0.00% 0.00%
    Foreign Stocks
    (as a % of assets)    		 — 0.73% 0.73%
    Data as of 06/30/2009 Data as of 06/30/2009 View Fund Portfolio

    Top 10 Holdings

    Sector P/E Return as of 10/31/2009 Net Assets
    = MICROSOFT CORP (MSFT) Software 19.34 43.62% 4.14%
    - INTERNATIONAL BUSINESS MACHS (IBM) Hardware 13.12 45.87% 4.03%
    = WAL MART STORES INC (WMT) Consumer Services 15.88 -9.53% 2.64%
    + ABBOTT LABS (ABT) Healthcare 15.16 -2.59% 2.49%
    - CISCO SYS INC (CSCO) Hardware 24.22 40.55% 2.36%
    - HEWLETT PACKARD CO (HPQ) Hardware 13.00 31.58% 2.23%
    + PROCTER & GAMBLE CO (PG) Consumer Goods 17.51 -2.46% 2.22%
    + PEPSICO INC (PEP) Consumer Goods 18.92 12.08% 2.21%
    - ORACLE CORP (ORCL) Software 20.55 18.67% 2.02%
    - SCHLUMBERGER LTD (SLB) Energy 22.50 53.79% 1.84%
    + Increase - Decrease = No change * New since last portfolio
    Top 10 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    P/E as of 11/25/2009
    All other data as of 06/30/2009
    View Fund Portfolio

  • Sales Information

    Sales Charge %

    Initial —
    Deferred —
    Taken from prospectus dated 07/31/2009
    Expense Ratio (based on net assets) 0.55%
    Taken from annual report dated 07/31/2009

  • Fund Management

    Robert E Fernholz
    Start Date: 01/03/2003
    Fernholz is INTECH's chief investment officer since January 1991.He manages the portion of the Large Cap Diversified Alpha Fund's assets allocated to INTECH. Dr. Fernholz sets policy for the investment strategy and implements and supervises the optimization process. He joined the portfolio management team at INTECH in 1987. In 1982, he published a paper titled “Stochastic Portfolio Theory and Stock Market Equilibrium” which became the basis for the INTECH portfolio process.
    Joseph Runnels
    Start Date: 01/03/2003
    Runnels is INTECH's vice president of portfolio management since March 2003. He is previously director of Trading and Operations from January 1999 to March 2003.He joined the portfolio management team at INTECH in June 1998 from QED Information Systems. He spent 6 years prior to that in portfolio management for the Tennessee Consolidated Retirement System with their fixed income investment division. He has 16 years of investment experience.
    Adrian Banner
    Start Date: 11/28/2008
    Banner is senior investment officer of INTECH. Dr. Banner joined INTECH in August of 2002. He has delivered lectures on the stability of market capitalization at a number of academic and professional conferences. He continues to teach at Princeton University, where he is also a part-time Lecturer in the Department of Mathematics, and has recently published a book, "The Calculus Lifesaver". Dr. Banner has 6 years investment industry experience.