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    JHancock Natural Resources 1 (JINRX)

    11.31 Up 0.01(0.09%) Jul 22

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):56.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-50.12%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJINRXCategory
    Alpha (against Standard Index)-16.06-9.84
    Beta (against Standard Index)1.281.21
    Mean Annual Return-0.64-0.16
    R-squared (against Standard Index)39.4157.48
    Standard Deviation24.0419.36
    Sharpe Ratio-0.32-0.07
    Treynor Ratio-7.93-2.89
    5 Years
    StatisticJINRXCategory
    Alpha (against Standard Index)-17.26-10.72
    Beta (against Standard Index)1.361.29
    Mean Annual Return-0.74-0.23
    R-squared (against Standard Index)57.9768.51
    Standard Deviation24.1721.35
    Sharpe Ratio-0.37-0.10
    Treynor Ratio-8.31-3.48
    10 Years
    StatisticJINRXCategory
    Alpha (against Standard Index)-6.55-3.64
    Beta (against Standard Index)1.251.23
    Mean Annual Return0.020.26
    R-squared (against Standard Index)65.6768.75
    Standard Deviation26.1625.38
    Sharpe Ratio-0.030.09
    Treynor Ratio-3.31-0.86