Ratings & Risk for HANCOCK JOHN SOVEREIGN INVS (JSNHX)

Morningstar Category: Multisector Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    		48
    5-Year Average Below Average
    		35
    10-Year Average Below Average
    		29
    Overall Average Below Average
    		—
    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 7.38 0.48 0.45
    5-Year 5.97 0.44 0.38
    10-Year 5.44 0.51 0.57
    15-Year 5.14 0.59 0.67
    20-Year 5.79 0.58 0.52
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 3.98 -0.27 26.21
    3-Year 26.02 0.93 -0.21
    5-Year 21.70 0.76 0.74
    10-Year 28.67 0.78 0.63

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009