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JHancock Investment Grade Bond I (TIUSX)
On
Dec 4
:
9.80
0.03
(0.31%)
MORE ON TIUSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.66%
Worst 1 Yr Total Return
(2008)
:
-6.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TIUSX
Category
Alpha (against Standard Index)
0.13
-1.72
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
5.95
0.39
R-squared (against Standard Index)
44
59.27
Standard Deviation
5.33
5.93
Sharpe Ratio
0.65
N/A
Treynor Ratio
3.99
N/A
5 Years
Statistic
TIUSX
Category
Alpha (against Standard Index)
0.01
-1.05
Beta (against Standard Index)
0.89
0.98
Mean Annual Return
4.80
0.33
R-squared (against Standard Index)
52
61.87
Standard Deviation
4.45
4.88
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.99
N/A
10 Years
Statistic
TIUSX
Category
Alpha (against Standard Index)
-0.14
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.96
0.45
R-squared (against Standard Index)
71
71.12
Standard Deviation
4.23
4.47
Sharpe Ratio
0.69
N/A
Treynor Ratio
3.16
N/A
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