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JHancock Regional Bank C (FRBCX)
On
Dec 1
:
13.42
0.01
(0.07%)
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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)
:
13.85%
Worst 1 Yr Total Return
(2008)
:
-26.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRBCX
Category
Alpha (against Standard Index)
-7.75
-5.47
Beta (against Standard Index)
0.87
1.27
Mean Annual Return
-14.78
-1.07
R-squared (against Standard Index)
38
75.55
Standard Deviation
27.31
28.60
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-19.79
N/A
5 Years
Statistic
FRBCX
Category
Alpha (against Standard Index)
-6.31
-4.25
Beta (against Standard Index)
0.85
1.25
Mean Annual Return
-6.69
-0.25
R-squared (against Standard Index)
38
73.60
Standard Deviation
21.66
23.29
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-11.50
N/A
10 Years
Statistic
FRBCX
Category
Alpha (against Standard Index)
0.81
3.26
Beta (against Standard Index)
0.66
0.88
Mean Annual Return
-0.04
0.33
R-squared (against Standard Index)
27
52.55
Standard Deviation
20.17
19.74
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-4.56
N/A
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