Nasdaq - Delayed Quote USD
JHancock Diversified Macro R6 (JDJRX)
8.38
-0.03
(-0.36%)
As of 8:06:19 AM EDT. Market Open.
Fund Summary
The fund pursues its investment objective by utilizing a multi-asset, quantitatively-driven investment strategy that seeks to provide exposure to diversified sources of return. The manager will allocate the fund's assets across a range of asset classes comprising equities, fixed income, foreign currencies, and commodities. The fund is generally intended to have a low correlation to the equity and bond markets.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 12.41% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 3 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | -6.97% |
| 5y Average Return | 2.74% |
| Rank in Category (ytd) | 45 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.08 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| JDJRX | Category Average | JDJRX | Category Average | JDJRX | Category Average | |
| Alpha | -0.76 | -0 | 2.34 | -0.01 | -- | -0 |
| BETA | -0.08 | 0 | 0.01 | 0 | -- | 0 |
| Mean Annual Return | 0.29 | 0 | 0.43 | 0 | -- | 0 |
| R-squared | 1.78 | 0.45 | 0.01 | 0.42 | -- | 0.48 |
| Standard Deviation | 9.91 | 0.08 | 8.75 | 0.07 | -- | 0.06 |
| Sharpe Ratio | -0.1 | 0 | 0.27 | 0 | -- | 0 |
| Treynor Ratio | 19.07 | 0.23 | 325.21 | 0.09 | -- | 0.05 |
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