• FirefoxInstall the new Firefox »
  •  Dow Down0.45% Nasdaq Down0.49%

    JHancock Alternative Asset Allocation I (JAAIX)

    14.40 Down 0.02(0.14%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):9.24%
    Worst 1 Yr Total Return(Dec 30, 2011):-1.95%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJAAIXCategory
    Alpha (against Standard Index)-0.17-0.24
    Beta (against Standard Index)0.450.46
    Mean Annual Return0.310.31
    R-squared (against Standard Index)75.3450.55
    Standard Deviation3.264.32
    Sharpe Ratio1.120.90
    Treynor Ratio8.138.03
    5 Years
    StatisticJAAIXCategory
    Alpha (against Standard Index)-0.85-0.86
    Beta (against Standard Index)0.700.54
    Mean Annual Return0.450.34
    R-squared (against Standard Index)79.4859.62
    Standard Deviation6.576.24
    Sharpe Ratio0.810.71
    Treynor Ratio7.559.40
    10 Years
    StatisticJAAIXCategory
    Alpha (against Standard Index)N/A-1.96
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A69.14
    Standard DeviationN/A9.29
    Sharpe RatioN/A0.25
    Treynor RatioN/A2.41