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JHFunds2 Index 500 NAV (JIFNX)

11.04 Up 0.04(0.36%) Oct 1


Risk as of Mar 30, 2012Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):25.80%
Worst 1 Yr Total Return(Dec 30, 2008):-37.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJIFNXCategory
Alpha (against Standard Index)-0.39-2.06
Beta (against Standard Index)1.001.04
Mean Annual Return1.831.38
R-squared (against Standard Index)99.9895.86
Standard Deviation16.1513.98
Sharpe Ratio1.361.19
Treynor Ratio22.8416.19
5 Years
StatisticJIFNXCategory
Alpha (against Standard Index)-0.48-0.90
Beta (against Standard Index)1.001.02
Mean Annual Return0.280.67
R-squared (against Standard Index)99.9996.37
Standard Deviation19.0119.27
Sharpe Ratio0.120.41
Treynor Ratio0.486.18
10 Years
StatisticJIFNXCategory
Alpha (against Standard Index)N/A-0.36
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.64
R-squared (against Standard Index)N/A95.00
Standard DeviationN/A15.26
Sharpe RatioN/A0.40
Treynor RatioN/A5.02