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    JHancock US Global Leaders Growth A (USGLX)

    41.26 Down 0.08(0.19%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up16
    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)-2.38-0.35
    Beta (against Standard Index)0.960.99
    Mean Annual Return1.281.49
    R-squared (against Standard Index)82.7076.74
    Standard Deviation8.959.65
    Sharpe Ratio1.711.86
    Treynor Ratio16.6219.15
    5 Years
    StatisticUSGLXCategory
    Alpha (against Standard Index)-0.45-1.43
    Beta (against Standard Index)1.011.07
    Mean Annual Return1.321.32
    R-squared (against Standard Index)90.5288.78
    Standard Deviation13.0513.93
    Sharpe Ratio1.211.14
    Treynor Ratio15.8814.92
    10 Years
    StatisticUSGLXCategory
    Alpha (against Standard Index)-0.030.35
    Beta (against Standard Index)0.921.02
    Mean Annual Return0.690.79
    R-squared (against Standard Index)84.9887.70
    Standard Deviation14.6516.15
    Sharpe Ratio0.470.50
    Treynor Ratio6.606.92