Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOVBX (JHancock Sovereign Investors B) | NA | -29.66% | -0.62% | 0.32% | 0.56% | -0.02% | NA | … | … |
Data as of 11/20/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOVBX (JHancock Sovereign Investors B) | 06/21/1996 | 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.66 | -0.62 | 0.32 | 0.56 | -0.02 | NA | … | … | 11.48 | 10.39 | 3.07 | 6.42 | 22.79 | -31.30 | 7.07 | 13.93 | 1.56 | 4.45 | 18.75 | -19.28 | -6.66 | 3.31 | 5.18 | 14.79 | 28.13 | 8.04 |
| Sharpe Ratio | NA | 0.29 | -0.02 | 0.03 | -0.02 | NA | NA | … | … | 0.82 | 0.84 | 8.32 | 0.16 | 0.89 | -0.88 | 0.28 | 1.16 | -0.07 | 0.33 | 1.23 | -0.99 | -0.68 | -0.04 | 0.15 | 0.75 | -1.97 | 1.29 |
| Standard Deviation(%) | NA | 42.48 | 37.69 | 33.50 | 30.44 | NA | NA | … | … | 14.02 | 12.46 | 7.94 | 39.44 | 25.41 | 36.49 | 14.76 | 9.22 | 9.40 | 10.53 | 14.70 | 20.69 | 13.51 | 16.35 | 13.24 | 15.37 | 13.72 | 9.52 |
| Draw Down(%) | NA | 29.75 | 46.54 | 49.35 | 49.35 | NA | NA | … | … | 12.11 | 10.56 | 0.99 | 29.75 | 25.50 | 40.77 | 7.75 | 6.38 | 6.67 | 7.86 | 12.29 | 27.41 | 17.45 | 17.24 | 10.42 | 15.54 | 8.34 | 5.83 |
| Yield(%) | 0.00 | 20.25 | 14.47 | 9.10 | 6.64 | 4.62 | 6.00 | … | … | 24.39 | 12.96 | 2.69 | 0.29 | 0.48 | 3.18 | 10.66 | 11.42 | 6.95 | 0.28 | 0.21 | 1.26 | 8.11 | 8.14 | 3.95 | 6.36 | 13.12 | 6.88 |
Data as of 11/20/2014, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVBX (JHancock Sovereign Investors B) |
-12.15%
Feb 2006 – Feb 2009 |
-6.15%
Feb 2004 – Feb 2009 |
-2.99%
Feb 1999 – Feb 2009 |
-0.02%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVBX (JHancock Sovereign Investors B) |
19.45%
Feb 2009 – Feb 2012 |
16.30%
Feb 2009 – Feb 2014 |
5.86%
Aug 1996 – Aug 2006 |
4.36%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart