Ratings & Risk for INTECH Risk-Managed Core J (JRMSX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		514
    5-Year Average Average
    		442
    10-Year — — — 300
    Overall 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 19.39 -0.53 -0.45
    5-Year 15.94 0.14 -0.08
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 99.64 0.96 -2.52
    3-Year 98.19 0.98 -1.16
    5-Year 97.34 0.98 0.08
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009