INTECH U.S. Value Fund

Scorecard
4 / 5 Stars
Lipper
3 3 5 4 1
Zacks Investment Research
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Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.87
Mean 1.33
Sharpe Ratio 1.23
Bear Market Decile Rank 49

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.42 97.67
Beta 1.03 0.98
Alpha -0.73 -0.25

See Also:

Top Janus Funds