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JHancock Regional Bank A (FRBAX)
On
Nov 27
:
13.32
0.32
(2.35%)
MORE ON FRBAX
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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)
:
14.64%
Worst 1 Yr Total Return
(2008)
:
-25.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRBAX
Category
Alpha (against Standard Index)
-7.04
-5.47
Beta (against Standard Index)
0.87
1.27
Mean Annual Return
-14.17
-1.07
R-squared (against Standard Index)
38
75.55
Standard Deviation
27.32
28.60
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-19.05
N/A
5 Years
Statistic
FRBAX
Category
Alpha (against Standard Index)
-5.60
-4.25
Beta (against Standard Index)
0.85
1.25
Mean Annual Return
-6.03
-0.25
R-squared (against Standard Index)
38
73.60
Standard Deviation
21.66
23.29
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-10.70
N/A
10 Years
Statistic
FRBAX
Category
Alpha (against Standard Index)
1.51
3.26
Beta (against Standard Index)
0.66
0.88
Mean Annual Return
0.66
0.33
R-squared (against Standard Index)
28
52.55
Standard Deviation
20.17
19.74
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.49
N/A
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