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JHancock Financial Industries A (FIDAX)
On
Nov 30
:
9.63
0.21
(2.23%)
MORE ON FIDAX
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Risk
As of 31-Oct-09
Get
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
Statistic
FIDAX
Category
Alpha (against Standard Index)
-3.33
-5.47
Beta (against Standard Index)
1.34
1.27
Mean Annual Return
-14.26
-1.07
R-squared (against Standard Index)
88
75.55
Standard Deviation
28.02
28.60
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-12.41
N/A
5 Years
Statistic
FIDAX
Category
Alpha (against Standard Index)
-2.18
-4.25
Beta (against Standard Index)
1.31
1.25
Mean Annual Return
-3.52
-0.25
R-squared (against Standard Index)
85
73.60
Standard Deviation
22.50
23.29
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.01
N/A
10 Years
Statistic
FIDAX
Category
Alpha (against Standard Index)
1.43
3.26
Beta (against Standard Index)
1.07
0.88
Mean Annual Return
-0.48
0.33
R-squared (against Standard Index)
71
52.55
Standard Deviation
20.37
19.74
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.23
N/A
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