John Hancock Funds2 Small Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.01
Mean 1.27
Sharpe Ratio 0.9
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 79.43 90.83
Beta 1.21 0.93
Alpha -1.99 0.09