Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 5:06AM ET - U.S. Markets open in 4 hours and 24 minutes. Dow Up 0.34% Nasdaq  0.00%
JHancock Financial Industries A (FIDAX)On Nov 30: 9.63  Up 0.21 (2.23%)  
MORE ON FIDAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):17.48%
Worst 1 Yr Total Return (2008):-47.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFIDAXCategory
Alpha (against Standard Index)-3.33-5.47
Beta (against Standard Index)1.341.27
Mean Annual Return-14.26-1.07
R-squared (against Standard Index)8875.55
Standard Deviation28.0228.60
Sharpe Ratio-0.49N/A
Treynor Ratio-12.41N/A
5 Years
StatisticFIDAXCategory
Alpha (against Standard Index)-2.18-4.25
Beta (against Standard Index)1.311.25
Mean Annual Return-3.52-0.25
R-squared (against Standard Index)8573.60
Standard Deviation22.5023.29
Sharpe Ratio-0.18N/A
Treynor Ratio-5.01N/A
10 Years
StatisticFIDAXCategory
Alpha (against Standard Index)1.433.26
Beta (against Standard Index)1.070.88
Mean Annual Return-0.480.33
R-squared (against Standard Index)7152.55
Standard Deviation20.3719.74
Sharpe Ratio-0.07N/A
Treynor Ratio-3.23N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center