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JHancock Greater China Opp B (JCOBX)
On
Dec 29
:
18.12
0.04
(0.22%)
MORE ON JCOBX
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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)
:
69.15%
Worst 1 Yr Total Return
(2008)
:
-53.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCOBX
Category
Alpha (against Standard Index)
14.40
17.09
Beta (against Standard Index)
1.19
1.24
Mean Annual Return
4.93
1.10
R-squared (against Standard Index)
68
74.51
Standard Deviation
34.43
34.56
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.24
N/A
5 Years
Statistic
JCOBX
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
JCOBX
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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