John Hancock Funds Fundamental Large Cap Value Fund

Class Inst (JFVIX)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.15
Mean 1.51
Sharpe Ratio 1.28
Bear Market Decile Rank 41

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 92.24 93.58
Beta 1.11 1.05
Alpha 0.18 0.68