Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOIIX (JHancock Sovereign Investors I) | NA | -29.27% | 0.27% | 1.31% | 0.78% | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 12/31/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOIIX (JHancock Sovereign Investors I) | 12/31/2003 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.27 | 0.27 | 1.31 | 0.78 | NA | NA | … | … | 25.27 | 11.61 | 0.87 | 7.64 | 24.20 | -30.45 | 8.35 | 15.22 | -5.27 | 4.27 | 0.00 |
| Sharpe Ratio | NA | 1.45 | 0.61 | 0.62 | 0.17 | NA | NA | … | … | 2.57 | 0.93 | 0.04 | 0.19 | 0.95 | -0.85 | 0.36 | 1.30 | -0.62 | 0.32 | NA |
| Standard Deviation(%) | NA | 10.36 | 15.93 | 23.06 | 22.73 | NA | NA | … | … | 9.88 | 12.48 | 22.72 | 39.50 | 25.36 | 36.59 | 14.77 | 9.17 | 11.93 | 10.46 | 0.00 |
| Draw Down(%) | NA | 6.18 | 20.04 | 29.56 | 48.50 | NA | NA | … | … | 5.37 | 10.40 | 20.04 | 29.56 | 25.38 | 40.17 | 7.63 | 6.25 | 8.73 | 7.84 | 0.00 |
| Yield(%) | 0.00 | 10.56 | 8.23 | 5.68 | 5.02 | 3.43 | 2.57 | … | … | 13.31 | 7.61 | 2.50 | 1.38 | 1.69 | 4.17 | 11.82 | 12.66 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2014, Common starting date is 12/31/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOIIX (JHancock Sovereign Investors I) |
-11.09%
Feb 2006 – Feb 2009 |
-6.82%
Feb 2004 – Feb 2009 |
0.94%
Jun 2004 – Jun 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOIIX (JHancock Sovereign Investors I) |
20.80%
Feb 2009 – Feb 2012 |
17.58%
Feb 2009 – Feb 2014 |
4.98%
Mar 2004 – Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart