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JCGOX: JHVIT Core Global Divers Tr Ser I (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/30/2010 |
Last Dividend Date: | 06/04/2012 |
12-Mo. Yield | 0.00% |
Expenses | 0.91% |
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Performance Analytics (As of 06/05/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | Since 04/30/2010 |
2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|
Annualized Return(%) | -2.0 | -9.6 | -1.1 | 0.3 | -6.4 | 3.9 |
Sharpe Ratio | NA | -0.66 | -0.09 | 0.08 | -0.44 | 0.42 |
Draw Down(%) | NA | 14.1 | 15.3 | 8.0 | 15.3 | 8.4 |
Standard Deviation(%) | NA | 14.6 | 13.3 | 9.0 | 14.5 | 13.5 |
Treynor Ratio | NA | -0.11 | -0.01 | 0.01 | -0.08 | 0.07 |
Alpha | NA | -0.02 | -0.01 | 0.0 | -0.01 | -0.01 |
Beta | NA | 0.86 | 0.86 | 0.92 | 0.85 | 0.88 |
RSquared | NA | 0.73 | 0.69 | 0.79 | 0.75 | 0.57 |
Yield(%) | N/A | 0.0 | N/A | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/30/2010
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