John Hancock II All Cap Core Fund

Class Other (JHBHX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.35
Mean 1.21
Sharpe Ratio 1.01
Bear Market Decile Rank 58

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.97 97.96
Beta 1.13 1.09
Alpha -1.59 -1.28