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JHancock CA Tax-Free Income A (TACAX)
On
Dec 3
:
10.10
0.01
(0.10%)
MORE ON TACAX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
5.03%
Worst 1 Yr Total Return
(2008)
:
-11.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TACAX
Category
Alpha (against Standard Index)
-2.68
-2.83
Beta (against Standard Index)
1.32
1.27
Mean Annual Return
1.83
0.16
R-squared (against Standard Index)
83
86.16
Standard Deviation
8.77
8.45
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.45
N/A
5 Years
Statistic
TACAX
Category
Alpha (against Standard Index)
-1.41
-1.51
Beta (against Standard Index)
1.28
1.22
Mean Annual Return
2.92
0.25
R-squared (against Standard Index)
83
86.64
Standard Deviation
6.97
6.60
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.07
N/A
10 Years
Statistic
TACAX
Category
Alpha (against Standard Index)
-1.58
-1.44
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
4.52
0.39
R-squared (against Standard Index)
87
87.45
Standard Deviation
6.06
6.01
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.28
N/A
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