INTECH U.S. Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.9
Mean 1.39
Sharpe Ratio 1.28
Bear Market Decile Rank 45

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 96.25 97.49
Beta 1.03 0.98
Alpha -0.05 0.43

See Also:

Top Janus Funds