INTECH U.S. Core Fund

Scorecard
4 / 5 Stars
Lipper
4 4 5 4 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 12.68
Mean 1.19
Sharpe Ratio 1.12
Bear Market Decile Rank 27

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 97.11 97.72
Beta 1.0 0.97
Alpha -0.21 0.19

See Also:

Top Janus Funds