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JHAFX: J Hancock II:Abs Rtn;B (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 | -20.1 | -8.4 | 5.3 | -28.0 | 4.4 | -0.1 |
Sharpe Ratio | NA | -0.72 | -0.56 | 0.47 | -1.22 | 0.2 | -0.52 |
Draw Down(%) | NA | 37.0 | 41.5 | 19.6 | 39.6 | 4.8 | 3.0 |
Standard Deviation(%) | NA | 28.2 | 18.2 | 22.1 | 23.7 | 6.9 | 7.7 |
Treynor Ratio | NA | -0.37 | -0.2 | 0.18 | -0.56 | 0.04 | -0.08 |
Alpha | NA | -0.05 | -0.02 | 0.04 | -0.04 | 0.0 | -0.06 |
Beta | NA | 0.56 | 0.52 | 0.58 | 0.52 | 0.38 | 0.54 |
RSquared | NA | 0.82 | 0.79 | 0.81 | 0.81 | 0.77 | 0.28 |
Yield(%) | N/A | 3.5 | N/A | 0.0 | 3.3 | 6.5 | 0.0 |
Dividend Growth(%) | N/A | -49.3 | N/A | -100.0 | -49.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/01/2006
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