Ratings & Risk for JHancock Sovereign Investors A (SOVIX)

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 16.83 -0.23 -0.30
    5-Year 13.60 0.19 -0.06
    10-Year 13.01 0.09 -0.14
    15-Year 12.74 0.56 0.24
    20-Year 11.93 0.62 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.40 0.89 -0.20
    3-Year 97.63 0.85 1.44
    5-Year 97.16 0.84 0.38
    10-Year 83.98 0.74 0.03

    S&P 500 TR

    Trailing data as of 10/31/2009