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JHAAX: GLOBAL ABSOLUTE RETURN STRATEGIES FUND CLASS A (MUTUAL FUND)
Basic Info 10.55 0.01(0.09%) December 11
Asset Class: | Multialternative |
MyPlanIQ Rating: | (98%) |
Start Date: | 12/20/2011 |
Last Dividend Date: | 12/19/2022 |
12-Mo. Yield | 0.00% |
Expenses | 1.13% |
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Performance Analytics (As of 12/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/21/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 6.5 | 7.1 | 2.3 | 3.7 | 2.3 | 3.0 | 4.5 | -5.8 | 11.6 | 1.8 | 9.3 | -5.4 | 3.4 | -2.8 | 1.4 | 3.6 | 4.4 | 7.5 | 0.9 |
Sharpe Ratio | NA | 0.07 | 0.23 | -0.25 | 0.18 | 0.12 | 0.33 | 0.05 | -0.86 | 2.06 | 0.16 | 2.4 | -1.42 | 0.87 | -0.63 | 0.24 | 0.85 | 0.92 | 2.04 | 8.09 |
Draw Down(%) | NA | 5.3 | 5.3 | 10.9 | 10.9 | 10.9 | 10.9 | 5.1 | 10.7 | 4.8 | 9.9 | 1.6 | 8.6 | 1.4 | 5.5 | 5.5 | 2.8 | 5.2 | 3.3 | 0.3 |
Standard Deviation(%) | NA | 5.7 | 5.7 | 6.7 | 7.3 | 6.0 | 5.7 | 5.6 | 8.4 | 5.6 | 10.0 | 3.3 | 4.7 | 3.2 | 4.8 | 5.7 | 4.3 | 4.8 | 3.7 | 4.7 |
Treynor Ratio | NA | 0.02 | 0.08 | -0.07 | 0.05 | 0.03 | 0.08 | 0.01 | -0.27 | 0.51 | 0.06 | 0.52 | -0.32 | 0.08 | -0.13 | 0.05 | 0.13 | 0.17 | 0.43 | 2.43 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0.02 | -0.01 | 0.01 | -0.02 | -0.01 | -0.02 | 0.0 | 0.0 | -0.01 | 0.02 | 0.1 |
Beta | NA | 0.17 | 0.17 | 0.24 | 0.25 | 0.24 | 0.24 | 0.2 | 0.27 | 0.23 | 0.26 | 0.15 | 0.21 | 0.32 | 0.23 | 0.27 | 0.28 | 0.26 | 0.17 | 0.16 |
RSquared | NA | 0.14 | 0.14 | 0.39 | 0.53 | 0.52 | 0.5 | 0.22 | 0.6 | 0.28 | 0.8 | 0.33 | 0.59 | 0.47 | 0.41 | 0.52 | 0.55 | 0.36 | 0.36 | 0.19 |
Yield(%) | N/A | 0.0 | 0.0 | 1.0 | 0.8 | 2.8 | N/A | 0.0 | 2.9 | 0.0 | 0.5 | 16.0 | 0.0 | 0.0 | 0.0 | 6.2 | 4.9 | 1.1 | 0.9 | 0.0 |
Dividend Growth(%) | N/A | N/A | -100.0 | -81.4 | -87.5 | N/A | N/A | -100.0 | N/A | -100.0 | -97.0 | N/A | N/A | N/A | -100.0 | 26.2 | 341.5 | 28.1 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/21/2011
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