John Hancock Global Opportunities Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 22.48
Mean -0.16
Sharpe Ratio -0.09
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 77.67 81.24
Beta 1.2 1.58
Alpha -10.24 -20.56