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JHAEX: J Hancock II:Abs Rtn;A (MUTUAL FUND)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/01/2006 |
Last Dividend Date: | 12/23/2008 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 07/08/2009)
Not up-to-date? TryLast 1 Week* | 1 Yr | Since 11/01/2006 |
2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -19.5 | -10.3 | 5.7 | -27.6 | -2.1 | -0.1 |
Sharpe Ratio | NA | -0.7 | -0.64 | 0.52 | -1.2 | -0.51 | -0.5 |
Draw Down(%) | NA | 36.8 | 45.1 | 19.6 | 39.4 | 10.3 | 3.2 |
Standard Deviation(%) | NA | 28.2 | 18.8 | 22.0 | 23.8 | 10.2 | 8.1 |
Treynor Ratio | NA | -0.36 | -0.23 | 0.2 | -0.55 | -0.14 | -0.07 |
Alpha | NA | -0.05 | -0.03 | 0.04 | -0.04 | -0.02 | -0.06 |
Beta | NA | 0.56 | 0.52 | 0.57 | 0.52 | 0.38 | 0.55 |
RSquared | NA | 0.81 | 0.74 | 0.81 | 0.81 | 0.36 | 0.26 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2006
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