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JHancock Small Cap I (DSIIX)
On
Dec 23
:
9.11
0.09
(1.00%)
MORE ON DSIIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
7.81%
Worst 1 Yr Total Return
(2008)
:
-42.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DSIIX
Category
Alpha (against Standard Index)
-2.87
0.16
Beta (against Standard Index)
1.14
1.12
Mean Annual Return
-10.43
-0.38
R-squared (against Standard Index)
82
84.86
Standard Deviation
25.05
24.29
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-11.11
N/A
5 Years
Statistic
DSIIX
Category
Alpha (against Standard Index)
-2.82
-0.01
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-3.29
0.16
R-squared (against Standard Index)
79
80.32
Standard Deviation
21.35
20.99
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.28
N/A
10 Years
Statistic
DSIIX
Category
Alpha (against Standard Index)
6.73
4.06
Beta (against Standard Index)
1.03
1.16
Mean Annual Return
5.27
0.37
R-squared (against Standard Index)
63
57.27
Standard Deviation
21.08
25.21
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.27
N/A
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