John Hancock II Floating Rate Income Fund R6 (JFIRX)

7.70 0.00 (0.00%) USD  |  Dec 13 2024
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JFIRX Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for JFIRX.
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Sep '18
Jan '19
May '19
 
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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Goldman Sachs High Yield Floating Rate Fund R6 Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
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Max Drawdown (5Y) Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes
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Metric Code: historical_monthly_var_5_5y
Latest Data Point: =YCP("M:JFIRX", "historical_monthly_var_5_5y")
Last 5 Data Points: =YCS("M:JFIRX", "historical_monthly_var_5_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.