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Wednesday, December 23, 2009, 7:32PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
JHancock Sovereign Investors C (SOVCX)On Dec 23: 14.82  Up 0.04 (0.27%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):13.90%
Worst 1 Yr Total Return (2008):-31.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSOVCXCategory
Alpha (against Standard Index)0.750.06
Beta (against Standard Index)0.851.00
Mean Annual Return-3.64-0.33
R-squared (against Standard Index)9795.82
Standard Deviation17.0320.42
Sharpe Ratio-0.27N/A
Treynor Ratio-6.99N/A
5 Years
StatisticSOVCXCategory
Alpha (against Standard Index)-0.260.04
Beta (against Standard Index)0.841.01
Mean Annual Return0.970.17
R-squared (against Standard Index)9795.19
Standard Deviation13.6716.64
Sharpe Ratio-0.08N/A
Treynor Ratio-2.41N/A
10 Years
StatisticSOVCXCategory
Alpha (against Standard Index)-0.400.81
Beta (against Standard Index)0.740.96
Mean Annual Return0.050.14
R-squared (against Standard Index)8491.13
Standard Deviation13.0716.39
Sharpe Ratio-0.15N/A
Treynor Ratio-3.89N/A

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