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JHancock Classic Value C (JCVCX)
On
Jan 6
:
14.85
0.08
(0.54%)
MORE ON JCVCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.64%
Worst 1 Yr Total Return
(2008)
:
-47.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCVCX
Category
Alpha (against Standard Index)
-5.79
-1.37
Beta (against Standard Index)
1.35
1.02
Mean Annual Return
-14.83
-0.45
R-squared (against Standard Index)
89
94.58
Standard Deviation
28.41
20.79
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-12.66
N/A
5 Years
Statistic
JCVCX
Category
Alpha (against Standard Index)
-3.96
-0.29
Beta (against Standard Index)
1.32
1.01
Mean Annual Return
-4.72
0.14
R-squared (against Standard Index)
87
93.49
Standard Deviation
22.60
16.81
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.84
N/A
10 Years
Statistic
JCVCX
Category
Alpha (against Standard Index)
6.57
2.74
Beta (against Standard Index)
1.05
0.88
Mean Annual Return
5.22
0.31
R-squared (against Standard Index)
68
81.33
Standard Deviation
20.55
15.97
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.19
N/A
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