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JHancock Large Cap Equity C (JHLVX)
On
Dec 24
:
21.60
0.12
(0.56%)
MORE ON JHLVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
32.78%
Worst 1 Yr Total Return
(2008)
:
-37.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JHLVX
Category
Alpha (against Standard Index)
9.95
2.20
Beta (against Standard Index)
1.05
0.99
Mean Annual Return
2.60
-0.14
R-squared (against Standard Index)
72
88.76
Standard Deviation
24.56
21.04
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.31
N/A
5 Years
Statistic
JHLVX
Category
Alpha (against Standard Index)
8.54
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
8.70
0.24
R-squared (against Standard Index)
66
86.59
Standard Deviation
20.43
17.50
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.54
N/A
10 Years
Statistic
JHLVX
Category
Alpha (against Standard Index)
3.31
-0.13
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
1.73
0.05
R-squared (against Standard Index)
68
78.99
Standard Deviation
20.88
19.17
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.13
N/A
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