Ratings & Risk for HANCOCK JOHN SOVEREIGN INVS (JSNFX)

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 7.39 0.50 0.48
    5-Year 5.97 0.46 0.41
    10-Year 5.44 0.53 0.61
    15-Year 5.14 0.61 0.70
    20-Year 5.79 0.60 0.55
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 3.98 -0.27 26.46
    3-Year 26.02 0.93 0.00
    5-Year 21.70 0.76 0.94
    10-Year 28.67 0.78 0.83

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009