Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 5, 2009, 4:42AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
JHancock MA Tax-Free Income A (JHMAX)On Dec 4: 12.47   0.00 (0.00%)  
MORE ON JHMAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):4.28%
Worst 1 Yr Total Return (2008):-4.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJHMAXCategory
Alpha (against Standard Index)-0.71-1.61
Beta (against Standard Index)0.971.11
Mean Annual Return3.390.24
R-squared (against Standard Index)9689.10
Standard Deviation5.947.28
Sharpe Ratio0.19N/A
Treynor Ratio1.00N/A
5 Years
StatisticJHMAXCategory
Alpha (against Standard Index)-0.63-0.94
Beta (against Standard Index)0.971.05
Mean Annual Return3.460.28
R-squared (against Standard Index)9691.03
Standard Deviation4.835.43
Sharpe Ratio0.11N/A
Treynor Ratio0.46N/A
10 Years
StatisticJHMAXCategory
Alpha (against Standard Index)-0.39-0.92
Beta (against Standard Index)1.001.04
Mean Annual Return5.250.40
R-squared (against Standard Index)9691.46
Standard Deviation4.755.12
Sharpe Ratio0.48N/A
Treynor Ratio2.28N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center