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John Hancock Venture Vantage Variable Annuities Plan
John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate
John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate
live (public) 0.43% December 31
Delayed
Holdings (As of 11/30/2018)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | MWUIX (METROPOLITAN WEST ULTRA SHORT BOND FUND CLASS I) | 0.0% | MFC Global Ultra Short Term Bond | 39.52% |
US Equity | JESIX (John Hancock Var Ins Tr Small Cap Index) | 0.53% | MFC Global Small Cap Index | 12.36% |
US Equity | JETSX (John Hancock Var Ins Tr Total Stock Mark) | 0.77% | MFC Global Total Stock Market Index | 14.89% |
CASH | CASH (CASH) | 0.0% | MFC Global Money Market | 0.21% |
Real Estate | MRESX (AMG MANAGERS CENTERSQUARE REAL ESTATE FUND CLASS N) | 1.05% | DeAM Real Estate Securities | 16.11% |
International Equity | GMIEX (GMO INTERNATIONAL LARGE/MID CAP EQUITY FUND CLASS III) | 0.0% | GMO International Core | 6.08% |
International Equity | JIVIX (INTERNATIONAL VALUE FUND CLASS 1) | 0.19% | Templeton International Value | 5.45% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.19% | American Funds American International | 1.26% |
Emerging Market Equity | RNWFX (NEW WORLD FUND INC CLASS R-5) | 0.10% | American Funds American New World | 4.12% |
* Day change on 11/30/2018.
Beta
Performance (As of 12/31/2018)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate | N/A | -3.3% | 5.9% | 4.1% | 8.1% | 7.2% |
VFINX (Vanguard (S&P 500) Index) | 11.8% | 30.7% | 9.7% | 15.2% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.8% | 18.2% | 3.6% | 8.7% | 7.9% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | -3.3 | 5.9 | 4.1 | 8.1 | 7.2 | 9.2 | -3.3 | 12.5 | 9.3 | -2.7 | 5.5 | 12.4 | 13.7 | 1.5 | 9.1 | 26.4 | -3.9 | 4.5 | 10.7 | 2.2 | 15.1 | 32.1 | 18.0 | 8.7 |
Sharpe Ratio | NA | -0.5 | 0.72 | 0.5 | 0.85 | NA | 0.94 | -0.5 | 2.36 | 1.31 | -0.37 | 0.75 | 1.6 | 1.71 | 0.09 | 0.82 | 2.63 | -0.49 | 0.14 | 0.92 | 0.01 | 1.7 | 3.84 | 2.44 | 1.17 |
Draw Down(%) | NA | 10.9 | 10.9 | 10.9 | 14.1 | NA | 14.1 | 10.9 | 2.2 | 5.7 | 7.5 | 5.8 | 7.8 | 6.1 | 14.1 | 9.6 | 5.0 | 12.9 | 7.4 | 9.4 | 5.4 | 7.6 | 5.3 | 3.3 | 4.1 |
Standard Deviation(%) | NA | 9.2 | 7.3 | 7.2 | 9.2 | NA | 8.7 | 9.2 | 5.0 | 6.9 | 7.3 | 7.2 | 7.8 | 8.0 | 15.6 | 10.9 | 10.0 | 9.8 | 10.2 | 8.0 | 6.7 | 8.3 | 8.2 | 6.9 | 5.4 |
Treynor Ratio | NA | -0.09 | 0.11 | 0.08 | 0.19 | NA | 0.39 | -0.09 | 0.2 | 0.28 | -0.07 | 0.09 | 0.19 | 0.23 | 0.02 | 0.2 | 3.7 | 1.87 | 0.02 | 0.11 | 0.0 | 0.24 | 3.14 | -1.58 | -1.38 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.01 | NA | 0.03 | 0.0 | 0.0 | 0.02 | -0.01 | 0.0 | -0.02 | 0.02 | 0.0 | 0.01 | 0.09 | -0.02 | 0.0 | 0.0 | 0.0 | 0.03 | 0.1 | 0.05 | 0.02 |
Beta | NA | 0.51 | 0.46 | 0.45 | 0.41 | NA | 0.21 | 0.51 | 0.6 | 0.33 | 0.37 | 0.6 | 0.66 | 0.59 | 0.65 | 0.45 | 0.07 | -0.03 | 0.59 | 0.7 | 0.54 | 0.58 | 0.1 | -0.11 | -0.05 |
RSquared | NA | 0.9 | 0.67 | 0.68 | 0.54 | NA | 0.21 | 0.9 | 0.64 | 0.38 | 0.61 | 0.88 | 0.88 | 0.88 | 0.94 | 0.55 | 0.04 | 0.01 | 0.87 | 0.77 | 0.69 | 0.61 | 0.04 | 0.16 | 0.03 |
Sortino Ratio | NA | -0.65 | 0.97 | 0.68 | 1.19 | NA | 1.32 | -0.65 | 3.74 | 1.81 | -0.49 | 1.06 | 2.24 | 2.61 | 0.12 | 1.14 | 4.17 | -0.66 | 0.19 | 1.37 | 0.01 | 2.4 | 6.05 | 3.75 | 1.7 |
Yield(%) | N/A | 2.4 | 4.9 | 4.4 | 6.7 | 8.5 | 5.22 | 2.4 | 5.4 | 5.8 | 1.8 | 5.1 | 3.7 | 4.5 | 1.8 | 4.9 | 6.2 | 8.5 | 8.2 | 5.7 | 3.5 | 6.8 | 6.2 | 4.7 | 8.8 |
Dividend Growth(%) | N/A | -49.2 | 48.0 | 41.8 | N/A | N/A | N/A | -49.2 | 2.2 | 221.5 | -63.4 | 52.5 | -6.4 | 148.0 | -59.3 | 1.3 | -29.6 | 7.8 | 57.8 | 68.9 | -41.0 | 47.9 | 53.7 | -42.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to John Hancock Venture Vantage Variable Annuities Plan.