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JHancock Sovereign Investors B (SOVBX)

On Dec 30: 14.88   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): 13.92% Worst 1 Yr Total Return (2008): -31.37% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SOVBX Category Alpha (against Standard Index) 0.76 0.06 Beta (against Standard Index) 0.85 1.00 Mean Annual Return -3.64 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 17.04 20.42 Sharpe Ratio -0.26 N/A Treynor Ratio -6.98 N/A 5 Years Statistic SOVBX Category Alpha (against Standard Index) -0.27 0.04 Beta (against Standard Index) 0.84 1.01 Mean Annual Return 0.96 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 13.68 16.64 Sharpe Ratio -0.08 N/A Treynor Ratio -2.42 N/A 10 Years Statistic SOVBX Category Alpha (against Standard Index) -0.41 0.81 Beta (against Standard Index) 0.74 0.96 Mean Annual Return 0.04 0.14 R-squared (against Standard Index) 84 91.13 Standard Deviation 13.07 16.39 Sharpe Ratio -0.15 N/A Treynor Ratio -3.90 N/A
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