John Hancock Funds Disciplined Value Fund

Scorecard
5 / 5 Stars
Lipper
5 5 4 3 2
Zacks Investment Research
4 (Sell)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.91
Mean 1.41
Sharpe Ratio 1.21
Bear Market Decile Rank 61

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.48 96.02
Beta 1.11 1.05
Alpha -1.02 -0.44