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 Dow Up0.06% Nasdaq Down0.01%

JHancock US Global Leaders Gr A (USGLX)

38.79 Up 0.05(0.13%) May 24


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up14
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):44.32%
Worst 1 Yr Total Return(Dec 30, 2008):-34.77%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUSGLXCategory
Alpha (against Standard Index)0.62-2.48
Beta (against Standard Index)1.021.08
Mean Annual Return1.170.98
R-squared (against Standard Index)93.9992.65
Standard Deviation15.8516.81
Sharpe Ratio0.880.70
Treynor Ratio13.1710.12
5 Years
StatisticUSGLXCategory
Alpha (against Standard Index)2.53-0.57
Beta (against Standard Index)0.931.02
Mean Annual Return0.790.54
R-squared (against Standard Index)89.8691.10
Standard Deviation18.5820.13
Sharpe Ratio0.500.31
Treynor Ratio8.344.17
10 Years
StatisticUSGLXCategory
Alpha (against Standard Index)-0.63-0.28
Beta (against Standard Index)0.901.04
Mean Annual Return0.660.73
R-squared (against Standard Index)84.1687.52
Standard Deviation14.4616.34
Sharpe Ratio0.430.43
Treynor Ratio5.985.67