John Hancock Funds II Mutual Shares Fund

Class Other (JMSDX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.98
Mean 0.97
Sharpe Ratio 0.97
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.05 96.11
Beta 0.94 0.89
Alpha -1.64 -0.83