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JGDOX: JHVIT Global Diversification Tr Ser I (MUTUAL FUND)
Basic Info
| Asset Class: | World Allocation |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 04/05/2010 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 1.22% |
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Performance Analytics (As of 06/05/2012)
Not up-to-date? Try| Last 1 Week* | 1 Yr | Since 04/05/2010 |
2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.6 | -9.7 | -0.4 | 1.8 | -8.3 | 6.2 |
| Sharpe Ratio | NA | -0.69 | -0.04 | 0.46 | -0.6 | 0.65 |
| Draw Down(%) | NA | 15.8 | 16.7 | 7.9 | 16.7 | 9.9 |
| Standard Deviation(%) | NA | 14.1 | 12.6 | 9.0 | 13.9 | 12.6 |
| Treynor Ratio | NA | -0.12 | -0.01 | 0.05 | -0.1 | 0.09 |
| Alpha | NA | -0.02 | -0.01 | 0.02 | -0.02 | 0.0 |
| Beta | NA | 0.82 | 0.84 | 0.85 | 0.82 | 0.88 |
| RSquared | NA | 0.73 | 0.71 | 0.69 | 0.77 | 0.63 |
| 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 04/05/2010
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See World Allocation Asset Class Trend Rankings |
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