Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 3, 2009, 1:58PM ET - U.S. Markets close in 2 hours and 2 minutes.
Dow
0.03%
Nasdaq
0.43%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
JHancock Classic Value I (JCVIX)
On
Dec 2
:
14.58
0.03
(0.21%)
MORE ON JCVIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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)
:
17.01%
Worst 1 Yr Total Return
(2008)
:
-46.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCVIX
Category
Alpha (against Standard Index)
-4.07
-1.05
Beta (against Standard Index)
1.37
1.02
Mean Annual Return
-15.06
-0.55
R-squared (against Standard Index)
89
94.27
Standard Deviation
28.28
20.65
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-12.77
N/A
5 Years
Statistic
JCVIX
Category
Alpha (against Standard Index)
-2.14
0.04
Beta (against Standard Index)
1.34
1.02
Mean Annual Return
-3.51
0.14
R-squared (against Standard Index)
88
93.13
Standard Deviation
22.66
16.85
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.88
N/A
10 Years
Statistic
JCVIX
Category
Alpha (against Standard Index)
7.80
2.54
Beta (against Standard Index)
1.05
0.88
Mean Annual Return
6.06
0.27
R-squared (against Standard Index)
68
80.76
Standard Deviation
20.54
15.89
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.93
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center