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

Wednesday, December 30, 2009, 3:26AM ET - U.S. Markets open in 6 hours and 4 minutes. Dow Down 0.02% Nasdaq  0.00%
JHancock Large Cap Equity B (TSGWX)On Dec 29: 21.56  Down 0.06 (0.28%)  
MORE ON TSGWX
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:4
Number of Years Down:1
Best 1 Yr Total Return (2007):32.78%
Worst 1 Yr Total Return (2008):-37.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTSGWXCategory
Alpha (against Standard Index)9.952.20
Beta (against Standard Index)1.050.99
Mean Annual Return2.60-0.14
R-squared (against Standard Index)7288.76
Standard Deviation24.5721.04
Sharpe Ratio0.14N/A
Treynor Ratio0.31N/A
5 Years
StatisticTSGWXCategory
Alpha (against Standard Index)8.540.80
Beta (against Standard Index)1.031.01
Mean Annual Return8.700.24
R-squared (against Standard Index)6586.59
Standard Deviation20.4217.50
Sharpe Ratio0.37N/A
Treynor Ratio5.54N/A
10 Years
StatisticTSGWXCategory
Alpha (against Standard Index)3.31-0.13
Beta (against Standard Index)1.061.04
Mean Annual Return1.730.05
R-squared (against Standard Index)6878.99
Standard Deviation20.8919.17
Sharpe Ratio0.05N/A
Treynor Ratio-1.13N/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