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JHancock Strategic Income B (STIBX)
On
Dec 23
:
6.27
0.02
(0.32%)
MORE ON STIBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
7.99%
Worst 1 Yr Total Return
(2008)
:
-11.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STIBX
Category
Alpha (against Standard Index)
-0.68
-2.69
Beta (against Standard Index)
0.92
1.20
Mean Annual Return
5.16
0.37
R-squared (against Standard Index)
26
27.56
Standard Deviation
7.36
10.24
Sharpe Ratio
0.41
N/A
Treynor Ratio
3.12
N/A
5 Years
Statistic
STIBX
Category
Alpha (against Standard Index)
-0.43
-0.62
Beta (against Standard Index)
0.82
1.10
Mean Annual Return
4.46
0.42
R-squared (against Standard Index)
25
26.62
Standard Deviation
5.88
8.38
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.80
N/A
10 Years
Statistic
STIBX
Category
Alpha (against Standard Index)
0.06
0.51
Beta (against Standard Index)
0.79
0.88
Mean Annual Return
5.65
0.54
R-squared (against Standard Index)
29
22.71
Standard Deviation
5.43
7.37
Sharpe Ratio
0.50
N/A
Treynor Ratio
3.46
N/A
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