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JHancock High-Yield Muni Bond A (JHTFX)
On
Dec 8
:
7.88
0.02
(0.25%)
MORE ON JHTFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
7.38%
Worst 1 Yr Total Return
(2008)
:
-15.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JHTFX
Category
Alpha (against Standard Index)
-2.85
-6.32
Beta (against Standard Index)
1.20
1.40
Mean Annual Return
1.42
-0.11
R-squared (against Standard Index)
66
49.69
Standard Deviation
8.88
12.27
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.83
N/A
5 Years
Statistic
JHTFX
Category
Alpha (against Standard Index)
-0.52
-2.50
Beta (against Standard Index)
1.14
1.28
Mean Annual Return
3.66
0.17
R-squared (against Standard Index)
65
48.36
Standard Deviation
7.01
9.38
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.56
N/A
10 Years
Statistic
JHTFX
Category
Alpha (against Standard Index)
-0.93
-1.92
Beta (against Standard Index)
0.91
1.04
Mean Annual Return
4.40
0.32
R-squared (against Standard Index)
61
48.15
Standard Deviation
5.41
7.18
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.57
N/A
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