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JHancock Diversified Macro I (JDJIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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9.91+0.02 (+0.20%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★★★
Number of years up2
Number of years down2
Best 1-yr total return (15 May 2024)12.29%
Worst 1-yr total return (15 May 2024)N/A

Risk statistics

3 years
JDJIXCategory average
5 years
JDJIXCategory average
10 years
JDJIXCategory average
Alpha
5.62-0
N/A-0.01
N/A-0
BETA
-0.060
N/A0
N/A0
Mean annual return
0.710
N/A0
N/A0
R-squared
1.10.45
N/A0.42
N/A0.48
Standard deviation
9.290.08
N/A0.07
N/A0.06
Sharpe ratio
0.590
N/A0
N/A0
Treynor ratio
-89.70.23
N/A0.09
N/A0.05