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JHancock Greater China Opp A (JCOAX)
On
Jan 6
:
19.48
0.08
(0.41%)
MORE ON JCOAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
70.34%
Worst 1 Yr Total Return
(2008)
:
-52.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCOAX
Category
Alpha (against Standard Index)
15.11
17.09
Beta (against Standard Index)
1.19
1.24
Mean Annual Return
5.67
1.10
R-squared (against Standard Index)
68
74.51
Standard Deviation
34.44
34.56
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.87
N/A
5 Years
Statistic
JCOAX
Category
Alpha (against Standard Index)
N/A
11.06
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.48
R-squared (against Standard Index)
N/A
74.35
Standard Deviation
N/A
28.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
JCOAX
Category
Alpha (against Standard Index)
N/A
8.85
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
1.04
R-squared (against Standard Index)
N/A
63.59
Standard Deviation
N/A
25.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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