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    JHFunds2 Total Return 1 (JITRX)

    13.69 Up 0.02(0.15%) Sep 3

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up8
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):15.17%
    Worst 1 Yr Total Return(Dec 30, 2013):-1.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.300.45
    Beta (against Standard Index)1.140.93
    Mean Annual Return0.180.16
    R-squared (against Standard Index)86.1585.94
    Standard Deviation3.542.91
    Sharpe Ratio0.590.66
    Treynor Ratio1.802.19
    5 Years
    Alpha (against Standard Index)0.230.60
    Beta (against Standard Index)0.980.90
    Mean Annual Return0.290.29
    R-squared (against Standard Index)60.5978.45
    Standard Deviation3.522.88
    Sharpe Ratio0.961.22
    Treynor Ratio3.434.64
    10 Years
    Alpha (against Standard Index)N/A0.00
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A66.02
    Standard DeviationN/A3.91
    Sharpe RatioN/A0.78
    Treynor RatioN/A3.26