Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 1:18PM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
JHancock Financial Industries I (FIDIX)
On
Dec 24
:
10.00
0.07
(0.70%)
MORE ON FIDIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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)
:
17.99%
Worst 1 Yr Total Return
(2008)
:
-47.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIDIX
Category
Alpha (against Standard Index)
-4.17
-6.82
Beta (against Standard Index)
1.33
1.25
Mean Annual Return
-13.28
-1.03
R-squared (against Standard Index)
87
74.94
Standard Deviation
28.14
28.68
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.73
N/A
5 Years
Statistic
FIDIX
Category
Alpha (against Standard Index)
-2.10
-5.00
Beta (against Standard Index)
1.30
1.23
Mean Annual Return
-2.94
-0.27
R-squared (against Standard Index)
85
72.88
Standard Deviation
22.54
23.25
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.57
N/A
10 Years
Statistic
FIDIX
Category
Alpha (against Standard Index)
2.10
3.88
Beta (against Standard Index)
1.07
0.91
Mean Annual Return
0.61
0.40
R-squared (against Standard Index)
72
54.16
Standard Deviation
20.39
20.04
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.17
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center