Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 22, 2009, 7:28PM ET - U.S. Markets Closed.
Dow
0.49%
Nasdaq
0.67%
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 Regional Bank B (FRBFX)
On
Dec 22
:
13.65
0.05
(0.37%)
MORE ON FRBFX
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)
:
13.85%
Worst 1 Yr Total Return
(2008)
:
-26.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRBFX
Category
Alpha (against Standard Index)
-7.43
-6.82
Beta (against Standard Index)
0.87
1.25
Mean Annual Return
-13.55
-1.03
R-squared (against Standard Index)
39
74.94
Standard Deviation
27.50
28.68
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-18.14
N/A
5 Years
Statistic
FRBFX
Category
Alpha (against Standard Index)
-6.05
-5.00
Beta (against Standard Index)
0.85
1.23
Mean Annual Return
-6.17
-0.27
R-squared (against Standard Index)
39
72.88
Standard Deviation
21.75
23.25
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-10.77
N/A
10 Years
Statistic
FRBFX
Category
Alpha (against Standard Index)
1.64
3.88
Beta (against Standard Index)
0.67
0.91
Mean Annual Return
1.03
0.40
R-squared (against Standard Index)
29
54.16
Standard Deviation
20.12
20.04
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.84
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center