John Hancock Funds Absolute Return Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.67
Mean 0.25
Sharpe Ratio 0.34
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 0.0 31.8
Beta 0.92 -0.24
Alpha 2.71 4.54