Ratings & Risk for INTECH Risk-Managed Growth I (JRMGX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		449
    5-Year Below Average Average
    		390
    10-Year — — — 278
    Overall Below Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 19.92 -0.46 -0.40
    5-Year 16.32 0.05 -0.15
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.96 0.82 3.05
    3-Year 91.69 0.97 -0.37
    5-Year 91.50 0.98 -1.06
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009