Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 3:58AM ET - U.S. Markets open in 5 hours and 32 minutes. Dow Up 0.49% Nasdaq  0.00%
JHancock Classic Value A (PZFVX)On Dec 22: 14.46  Up 0.04 (0.28%)  
MORE ON PZFVX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):16.54%
Worst 1 Yr Total Return (2008):-46.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPZFVXCategory
Alpha (against Standard Index)-5.04-1.37
Beta (against Standard Index)1.351.02
Mean Annual Return-14.19-0.45
R-squared (against Standard Index)8994.58
Standard Deviation28.4420.79
Sharpe Ratio-0.47N/A
Treynor Ratio-12.17N/A
5 Years
StatisticPZFVXCategory
Alpha (against Standard Index)-3.21-0.29
Beta (against Standard Index)1.321.01
Mean Annual Return-4.000.14
R-squared (against Standard Index)8793.49
Standard Deviation22.6216.81
Sharpe Ratio-0.20N/A
Treynor Ratio-5.29N/A
10 Years
StatisticPZFVXCategory
Alpha (against Standard Index)7.312.74
Beta (against Standard Index)1.050.88
Mean Annual Return6.000.31
R-squared (against Standard Index)6881.33
Standard Deviation20.5615.97
Sharpe Ratio0.25N/A
Treynor Ratio2.94N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center