Ratings & Risk for JHancock Sovereign Investors I (SOIIX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		514
    5-Year Above Average Low
    		442
    10-Year Average Low
    		300
    Overall Above Average Low
    		—
    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 16.81 -0.18 -0.27
    5-Year 13.58 0.23 -0.02
    10-Year 13.01 0.11 -0.12
    15-Year 12.73 0.57 0.25
    20-Year 11.92 0.63 0.30
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.58 0.89 0.29
    3-Year 97.70 0.85 1.94
    5-Year 97.23 0.84 0.87
    10-Year 84.03 0.74 0.31

    S&P 500 TR

    Trailing data as of 10/31/2009