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JHancock Global Opportunities I (JGPIX)
On
Dec 1
:
14.75
0.31
(2.15%)
MORE ON JGPIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
33.48%
Worst 1 Yr Total Return
(2008)
:
-50.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JGPIX
Category
Alpha (against Standard Index)
16.56
-0.56
Beta (against Standard Index)
1.20
0.91
Mean Annual Return
8.50
-0.21
R-squared (against Standard Index)
81
90.41
Standard Deviation
31.68
22.89
Sharpe Ratio
0.34
N/A
Treynor Ratio
5.10
N/A
5 Years
Statistic
JGPIX
Category
Alpha (against Standard Index)
N/A
-1.40
Beta (against Standard Index)
N/A
0.90
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
89.02
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
JGPIX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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