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JHancock Sovereign Investors I (SOIIX)

On Dec 30: 14.95   0.02 (0.13%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 15.21% Worst 1 Yr Total Return (2008): -30.45% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SOIIX Category Alpha (against Standard Index) 1.96 0.06 Beta (against Standard Index) 0.85 1.00 Mean Annual Return -2.47 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 17.04 20.42 Sharpe Ratio -0.19 N/A Treynor Ratio -5.60 N/A 5 Years Statistic SOIIX Category Alpha (against Standard Index) 0.92 0.04 Beta (against Standard Index) 0.84 1.01 Mean Annual Return 2.17 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 13.68 16.64 Sharpe Ratio 0.01 N/A Treynor Ratio -0.98 N/A 10 Years Statistic SOIIX Category Alpha (against Standard Index) 0.59 0.81 Beta (against Standard Index) 0.74 0.96 Mean Annual Return 1.04 0.14 R-squared (against Standard Index) 84 91.13 Standard Deviation 13.09 16.39 Sharpe Ratio -0.08 N/A Treynor Ratio -2.55 N/A
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