Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOVCX (JHancock Sovereign Investors C) | NA | -29.51% | -0.56% | 0.35% | 0.59% | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 01/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOVCX (JHancock Sovereign Investors C) | 01/11/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.51 | -0.56 | 0.35 | 0.59 | NA | NA | … | … | 11.52 | 10.43 | 3.44 | 6.48 | 22.73 | -31.28 | 7.11 | 13.91 | 1.56 | 4.50 | 18.73 | -19.26 | -6.66 | 5.74 |
| Sharpe Ratio | NA | 0.30 | 0.00 | 0.02 | -0.02 | NA | NA | … | … | 0.82 | 0.84 | 8.87 | 0.16 | 0.89 | -0.88 | 0.28 | 1.16 | -0.06 | 0.34 | 1.22 | -0.99 | -0.68 | 0.12 |
| Standard Deviation(%) | NA | 42.50 | 37.70 | 33.54 | 30.48 | NA | NA | … | … | 14.08 | 12.44 | 7.33 | 39.47 | 25.35 | 36.62 | 14.77 | 9.18 | 9.43 | 10.52 | 14.74 | 20.65 | 13.52 | 15.77 |
| Draw Down(%) | NA | 29.74 | 46.52 | 49.32 | 49.32 | NA | NA | … | … | 12.08 | 10.59 | 0.99 | 29.74 | 25.52 | 40.79 | 7.78 | 6.37 | 6.67 | 7.85 | 12.27 | 27.43 | 17.44 | 16.52 |
| Yield(%) | 0.00 | 10.10 | 7.21 | 4.58 | 4.94 | 3.79 | 2.84 | … | … | 12.16 | 6.46 | 1.34 | 0.29 | 0.48 | 3.18 | 10.64 | 11.41 | 6.94 | 0.28 | 0.21 | 1.26 | 8.09 | 8.42 |
Data as of 11/20/2014, Common starting date is 01/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVCX (JHancock Sovereign Investors C) |
-12.14%
Feb 2006 – Feb 2009 |
-6.14%
Feb 2004 – Feb 2009 |
-0.66%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVCX (JHancock Sovereign Investors C) |
19.47%
Feb 2009 – Feb 2012 |
16.31%
Feb 2009 – Feb 2014 |
5.54%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart