New Zealand markets closed

JH Adaptive Risk Mgd U.S. Eq D (JRSDX)

Nasdaq - Nasdaq Delayed price. Currency in USD
Add to watchlist
10.96-0.05 (-0.45%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★
Number of years up7
Number of years down2
Best 1-yr total return (26 Jun 2024)23.60%
Worst 1-yr total return (26 Jun 2024)N/A

Risk statistics

3 years
JRSDXCategory average
5 years
JRSDXCategory average
10 years
JRSDXCategory average
Alpha
-2.34-0.01
-3.9-0.01
-1.52-0.01
BETA
0.920.01
0.910.01
0.860.01
Mean annual return
0.650.01
0.930.01
0.830.01
R-squared
92.970.94
89.180.95
84.370.95
Standard deviation
16.980.17
17.50.19
14.250.15
Sharpe ratio
0.270
0.510.01
0.590.01
Treynor ratio
3.570.03
8.630.1
9.060.1