Ratings & Risk for HANCOCK JOHN SOVEREIGN INVS (JCVHX)

Morningstar Category: Large Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low High
    		312
    5-Year Low High
    		276
    10-Year High High
    		183
    Overall Average High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 28.27 -1.07 -0.54
    5-Year 22.64 -0.14 -0.20
    10-Year 20.54 0.62 0.22
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.32 1.55 5.85
    3-Year 89.38 1.37 -4.69
    5-Year 88.45 1.34 -2.80
    10-Year 68.40 1.05 7.26

    S&P 500 TR

    Trailing data as of 10/31/2009