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JHancock US Global Leaders Gr A (USGLX)
On
Dec 29
:
26.95
0.03
(0.11%)
MORE ON USGLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
8.51%
Worst 1 Yr Total Return
(2008)
:
-34.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USGLX
Category
Alpha (against Standard Index)
2.99
2.20
Beta (against Standard Index)
0.85
0.99
Mean Annual Return
-1.73
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
18.28
21.04
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.69
N/A
5 Years
Statistic
USGLX
Category
Alpha (against Standard Index)
-0.79
0.80
Beta (against Standard Index)
0.85
1.01
Mean Annual Return
0.19
0.24
R-squared (against Standard Index)
79
86.59
Standard Deviation
15.29
17.50
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.29
N/A
10 Years
Statistic
USGLX
Category
Alpha (against Standard Index)
0.50
-0.13
Beta (against Standard Index)
0.77
1.04
Mean Annual Return
0.73
0.05
R-squared (against Standard Index)
75
78.99
Standard Deviation
14.30
19.17
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.86
N/A
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