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JHancock Sovereign Investors C (SOVCX)
On
Dec 23
:
14.82
0.04
(0.27%)
MORE ON SOVCX
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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)
:
13.90%
Worst 1 Yr Total Return
(2008)
:
-31.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SOVCX
Category
Alpha (against Standard Index)
0.75
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
17.03
20.42
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.99
N/A
5 Years
Statistic
SOVCX
Category
Alpha (against Standard Index)
-0.26
0.04
Beta (against Standard Index)
0.84
1.01
Mean Annual Return
0.97
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
13.67
16.64
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
SOVCX
Category
Alpha (against Standard Index)
-0.40
0.81
Beta (against Standard Index)
0.74
0.96
Mean Annual Return
0.05
0.14
R-squared (against Standard Index)
84
91.13
Standard Deviation
13.07
16.39
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.89
N/A
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