John Hancock Funds Absolute Return Currency Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.36
Mean 0.4
Sharpe Ratio 0.56
Bear Market Decile Rank 12

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
Morningstar Lifetime Moderate Income
R-Squared 0.04 37.22
Beta -4.26 -0.99
Alpha 5.9 11.11