John Hancock Funds Absolute Return Currency Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.33
Mean 0.45
Sharpe Ratio 0.64
Bear Market Decile Rank 8

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 0.03 37.83
Beta -3.78 -0.99
Alpha 6.39 11.77