John Hancock Global Opportunities Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 22.61
Mean -0.48
Sharpe Ratio -0.26
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 75.26 80.46
Beta 1.16 1.55
Alpha -11.93 -22.05