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    JHancock Natural Resources 1 (JINRX)

    12.80 Down 0.12(0.93%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down3
    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
    StatisticJINRXCategory
    Alpha (against Standard Index)-23.56-15.34
    Beta (against Standard Index)1.191.15
    Mean Annual Return-0.82-0.17
    R-squared (against Standard Index)51.1062.44
    Standard Deviation17.4815.55
    Sharpe Ratio-0.56-0.06
    Treynor Ratio-9.07-2.19
    5 Years
    StatisticJINRXCategory
    Alpha (against Standard Index)-16.78-9.09
    Beta (against Standard Index)1.281.22
    Mean Annual Return-0.200.39
    R-squared (against Standard Index)72.6275.01
    Standard Deviation21.8120.71
    Sharpe Ratio-0.120.24
    Treynor Ratio-3.762.34
    10 Years
    StatisticJINRXCategory
    Alpha (against Standard Index)N/A-1.02
    Beta (against Standard Index)N/A1.24
    Mean Annual ReturnN/A0.67
    R-squared (against Standard Index)N/A69.24
    Standard DeviationN/A24.85
    Sharpe RatioN/A0.27
    Treynor RatioN/A2.90