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JEIEX: JHVIT International Eq Idx Tr A Ser I (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/17/2006 |
Last Dividend Date: | 06/04/2012 |
12-Mo. Yield | 0.00% |
Expenses | 0.63% |
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Performance Analytics (As of 11/07/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 02/17/2006 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -5.8 | -5.5 | -16.9 | -17.8 | -9.5 | 2.8 | -19.4 | -23.9 | 21.9 | -46.7 | 5.7 | 18.4 |
Sharpe Ratio | NA | -0.25 | -0.52 | -0.52 | -0.34 | 0.16 | -0.72 | -0.57 | 0.69 | -1.11 | 0.14 | 1.29 |
Draw Down(%) | NA | 14.8 | 49.0 | 65.3 | 66.4 | 14.8 | 29.2 | 38.5 | 28.3 | 56.2 | 14.2 | 16.2 |
Standard Deviation(%) | NA | 22.0 | 32.6 | 34.5 | 30.7 | 20.0 | 27.0 | 41.9 | 31.6 | 42.9 | 19.1 | 14.1 |
Treynor Ratio | NA | -0.07 | -0.18 | -0.18 | -0.11 | 0.04 | -0.2 | -0.25 | 0.22 | -0.47 | 0.03 | 0.2 |
Alpha | NA | -0.05 | -0.08 | -0.05 | -0.04 | -0.03 | -0.04 | -0.12 | -0.02 | -0.03 | -0.02 | 0.0 |
Beta | NA | 0.84 | 0.93 | 0.98 | 0.98 | 0.8 | 0.97 | 0.96 | 1.0 | 1.02 | 1.0 | 0.93 |
RSquared | NA | 0.85 | 0.54 | 0.75 | 0.75 | 0.83 | 0.96 | 0.3 | 0.84 | 0.95 | 0.77 | 0.78 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/17/2006
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