Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SOVIX (JHancock Sovereign Investors A) | NA | -29.31% | 0.00% | 0.97% | 1.25% | 0.67% | NA | … | … |
Data as of 11/20/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOVIX (JHancock Sovereign Investors A) | 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 | -29.31 | 0.00 | 0.97 | 1.25 | 0.67 | NA | … | … | 12.15 | 11.18 | 3.12 | 7.21 | 23.64 | -30.81 | 7.86 | 14.68 | 2.26 | 5.24 | 19.56 | -18.68 | -6.06 | 4.07 | 5.89 | 15.64 | 29.12 | 8.49 |
| Sharpe Ratio | NA | 0.32 | 0.00 | 0.05 | 0.01 | NA | NA | … | … | 0.86 | 0.90 | 8.52 | 0.18 | 0.93 | -0.86 | 0.33 | 1.25 | 0.01 | 0.41 | 1.28 | -0.95 | -0.63 | 0.00 | 0.20 | 0.80 | -1.90 | 1.40 |
| Standard Deviation(%) | NA | 42.46 | 37.68 | 33.47 | 30.39 | NA | NA | … | … | 14.15 | 12.49 | 7.92 | 39.43 | 25.33 | 36.58 | 14.77 | 9.17 | 9.33 | 10.51 | 14.75 | 20.72 | 13.51 | 16.37 | 13.23 | 15.38 | 13.72 | 9.42 |
| Draw Down(%) | NA | 29.58 | 46.23 | 48.83 | 48.83 | NA | NA | … | … | 12.20 | 10.41 | 0.99 | 29.58 | 25.42 | 40.42 | 7.73 | 6.26 | 6.59 | 7.64 | 12.15 | 27.23 | 17.23 | 17.14 | 10.25 | 15.48 | 8.29 | 5.82 |
| Yield(%) | 0.00 | 10.41 | 9.12 | 6.21 | 5.87 | 4.41 | 5.95 | … | … | 13.98 | 8.30 | 4.08 | 0.98 | 1.20 | 3.79 | 11.36 | 12.11 | 7.63 | 0.94 | 0.88 | 1.88 | 8.76 | 8.81 | 4.64 | 7.15 | 14.00 | 7.44 |
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 |
|---|---|---|---|---|
| SOVIX (JHancock Sovereign Investors A) |
-11.53%
Feb 2006 – Feb 2009 |
-5.49%
Feb 2004 – Feb 2009 |
-2.31%
Feb 1999 – Feb 2009 |
0.69%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOVIX (JHancock Sovereign Investors A) |
20.32%
Feb 2009 – Feb 2012 |
17.13%
Feb 2009 – Feb 2014 |
6.62%
Aug 1996 – Aug 2006 |
5.10%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart