• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    JHancock Natural Resources 1 (JINRX)

    13.24 Up 0.02(0.15%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):56.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-50.12%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-25.21-17.17
    Beta (against Standard Index)1.261.18
    Mean Annual Return-0.59-0.01
    R-squared (against Standard Index)52.7861.67
    Standard Deviation18.2716.13
    Sharpe Ratio-0.390.06
    Treynor Ratio-6.70-0.58
    5 Years
    Alpha (against Standard Index)-16.28-8.21
    Beta (against Standard Index)1.281.23
    Mean Annual Return-0.220.40
    R-squared (against Standard Index)72.5474.80
    Standard Deviation21.8520.76
    Sharpe Ratio-0.120.25
    Treynor Ratio-3.912.47
    10 Years
    Alpha (against Standard Index)N/A-0.31
    Beta (against Standard Index)N/A1.24
    Mean Annual ReturnN/A0.76
    R-squared (against Standard Index)N/A67.94
    Standard DeviationN/A25.02
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.73