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JHancock Small Cap Equity I (SPVIX)
On
Dec 28
:
19.82
0.05
(0.25%)
MORE ON SPVIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
13.50%
Worst 1 Yr Total Return
(2008)
:
-43.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPVIX
Category
Alpha (against Standard Index)
0.97
0.16
Beta (against Standard Index)
1.21
1.12
Mean Annual Return
-7.71
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
26.65
24.29
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.23
N/A
5 Years
Statistic
SPVIX
Category
Alpha (against Standard Index)
-0.24
-0.01
Beta (against Standard Index)
1.25
1.17
Mean Annual Return
-1.10
0.16
R-squared (against Standard Index)
78
80.32
Standard Deviation
22.62
20.99
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.28
N/A
10 Years
Statistic
SPVIX
Category
Alpha (against Standard Index)
3.97
4.06
Beta (against Standard Index)
1.28
1.16
Mean Annual Return
0.66
0.37
R-squared (against Standard Index)
64
57.27
Standard Deviation
26.04
25.21
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.76
N/A
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