Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 31, 2009, 4:22AM ET - U.S. Markets open in 5 hours and 8 minutes.
Dow
0.03%
Nasdaq
0.00%
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 High-Yield A (JHHBX)
On
Dec 30
:
3.41
0.02
(0.58%)
MORE ON JHHBX
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 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)
:
20.25%
Worst 1 Yr Total Return
(2008)
:
-48.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JHHBX
Category
Alpha (against Standard Index)
-10.75
-3.31
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-6.26
0.30
R-squared (against Standard Index)
4
10.85
Standard Deviation
21.61
15.35
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.84
N/A
5 Years
Statistic
JHHBX
Category
Alpha (against Standard Index)
-2.74
-0.58
Beta (against Standard Index)
0.79
0.95
Mean Annual Return
0.65
0.39
R-squared (against Standard Index)
3
9.33
Standard Deviation
17.29
12.17
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.95
N/A
10 Years
Statistic
JHHBX
Category
Alpha (against Standard Index)
0.57
0.41
Beta (against Standard Index)
0.35
0.52
Mean Annual Return
3.77
0.42
R-squared (against Standard Index)
1
3.87
Standard Deviation
13.64
10.75
Sharpe Ratio
0.13
N/A
Treynor Ratio
2.43
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center