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    JHancock Greater China Opportunities A (JCOAX)

    15.02 Down 0.05(0.33%) Feb 9

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2006):70.34%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJCOAXCategory
    Alpha (against Standard Index)1.541.77
    Beta (against Standard Index)1.010.97
    Mean Annual Return0.010.33
    R-squared (against Standard Index)57.0650.21
    Standard Deviation17.0417.13
    Sharpe Ratio0.000.21
    Treynor Ratio-1.342.49
    5 Years
    StatisticJCOAXCategory
    Alpha (against Standard Index)-0.13-0.11
    Beta (against Standard Index)1.011.00
    Mean Annual Return0.040.17
    R-squared (against Standard Index)65.6263.51
    Standard Deviation19.1318.93
    Sharpe Ratio0.020.10
    Treynor Ratio-1.420.16
    10 Years
    StatisticJCOAXCategory
    Alpha (against Standard Index)5.025.91
    Beta (against Standard Index)1.061.06
    Mean Annual Return0.710.90
    R-squared (against Standard Index)70.6269.12
    Standard Deviation24.1424.27
    Sharpe Ratio0.310.40
    Treynor Ratio4.306.60