• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.33% Nasdaq Up0.28%

    More On JIFNX

    JHFunds2 Index 500 NAV (JIFNX)

    10.51 Down 0.03(0.28%) Mar 30

    Risk as of Mar 30, 2012Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):25.80%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.39-1.99
    Beta (against Standard Index)1.001.00
    Mean Annual Return1.830.72
    R-squared (against Standard Index)99.9892.73
    Standard Deviation16.1510.76
    Sharpe Ratio1.360.80
    Treynor Ratio22.848.32
    5 Years
    Alpha (against Standard Index)-0.48-1.57
    Beta (against Standard Index)1.001.01
    Mean Annual Return0.281.02
    R-squared (against Standard Index)99.9993.46
    Standard Deviation19.0110.70
    Sharpe Ratio0.121.14
    Treynor Ratio0.4812.13
    10 Years
    Alpha (against Standard Index)N/A-0.89
    Beta (against Standard Index)N/A1.01
    Mean Annual ReturnN/A0.64
    R-squared (against Standard Index)N/A95.48
    Standard DeviationN/A15.78
    Sharpe RatioN/A0.45
    Treynor RatioN/A6.01