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John Hancock Funds Disciplined Value Fund (JDVFX)

24.04 0.00 (0.00%)
At close: 8:01 PM EDT

Fund Summary

The fund normally invests at least 80% of its net assets in a diversified portfolio consisting primarily of equity securities, such as common stocks, of issuers with a market capitalization of $1 billion or greater and identified by the manager as having value characteristics. It may also invest up to 20% of its total assets in foreign currency-denominated securities. The fund may participate as a purchaser in initial public offerings of securities (IPO).

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 35.67%
Worst 1Y Total Return --
Number of Years Up 11
Number of Years Down 3

Performance & Risk

YTD Return 8.39%
5y Average Return 11.01%
Rank in Category (ytd) 12
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.81
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
JDVFXCategory AverageJDVFXCategory AverageJDVFXCategory Average
Alpha 1.15 -0.06 -1.63 -0.05 -2.87 -0.03
BETA 0.81 0.01 0.96 0.01 0.98 0.01
Mean Annual Return 0.98 0.01 1.13 0.01 0.86 0.01
R-squared 77.22 0.88 81.74 0.87 83.97 0.88
Standard Deviation 16.2 0.2 19.51 0.16 16.26 0.15
Sharpe Ratio 0.55 0.01 0.59 0.01 0.54 0.01
Treynor Ratio 9.96 0.11 10.61 0.11 8.04 0.1

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