Ratings & Risk for JHancock Sovereign Investors C (SOVCX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		514
    5-Year Average Low
    		442
    10-Year Average Low
    		300
    Overall 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 16.80 -0.28 -0.34
    5-Year 13.58 0.13 -0.11
    10-Year 12.99 0.03 -0.20
    15-Year 12.72 0.50 0.18
    20-Year 11.91 0.56 0.23
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.52 0.89 -0.88
    3-Year 97.72 0.85 0.75
    5-Year 97.25 0.84 -0.31
    10-Year 83.97 0.74 -0.67

    S&P 500 TR

    Trailing data as of 10/31/2009