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Monday, December 28, 2009, 6:18PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
JHancock Sovereign Investors A (SOVIX)On Dec 28: 14.93  Up 0.02 (0.13%)  
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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):14.67%
Worst 1 Yr Total Return (2008):-30.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSOVIXCategory
Alpha (against Standard Index)1.450.06
Beta (against Standard Index)0.851.00
Mean Annual Return-2.97-0.33
R-squared (against Standard Index)9795.82
Standard Deviation17.0620.42
Sharpe Ratio-0.22N/A
Treynor Ratio-6.19N/A
5 Years
StatisticSOVIXCategory
Alpha (against Standard Index)0.440.04
Beta (against Standard Index)0.841.01
Mean Annual Return1.670.17
R-squared (against Standard Index)9795.19
Standard Deviation13.7016.64
Sharpe Ratio-0.03N/A
Treynor Ratio-1.57N/A
10 Years
StatisticSOVIXCategory
Alpha (against Standard Index)0.290.81
Beta (against Standard Index)0.740.96
Mean Annual Return0.750.14
R-squared (against Standard Index)8491.13
Standard Deviation13.0916.39
Sharpe Ratio-0.10N/A
Treynor Ratio-2.95N/A

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