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JHancock Small Cap A (DSISX)
On
Dec 8
:
8.35
0.08
(0.95%)
MORE ON DSISX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
23.60%
Worst 1 Yr Total Return
(2008)
:
-43.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DSISX
Category
Alpha (against Standard Index)
-1.40
1.71
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
-10.74
-0.40
R-squared (against Standard Index)
83
85.55
Standard Deviation
25.12
24.28
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-11.24
N/A
5 Years
Statistic
DSISX
Category
Alpha (against Standard Index)
-1.30
1.12
Beta (against Standard Index)
1.23
1.19
Mean Annual Return
-2.42
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
21.83
21.15
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.43
N/A
10 Years
Statistic
DSISX
Category
Alpha (against Standard Index)
7.69
5.25
Beta (against Standard Index)
1.05
1.18
Mean Annual Return
5.76
0.43
R-squared (against Standard Index)
62
56.73
Standard Deviation
21.32
25.52
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.66
N/A
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