Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FIDIX (JHancock Financial Industries I) | NA | 12.71% | 2.97% | -6.09% | 2.22% | NA | NA | -0.30% |
Data as of 11/07/2012, AR inception is 06/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIDIX (JHancock Financial Industries I) | 06/11/2001 | 11/07/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.71 | 2.97 | -6.09 | 2.22 | NA | NA | -0.30 | 14.10 | -14.13 | 11.58 | 26.40 | -47.44 | -3.04 | 18.02 | 10.67 | 9.18 | 26.88 | -15.86 | -9.81 |
| Sharpe Ratio | NA | 0.70 | 0.17 | -0.17 | 0.04 | NA | NA | -0.05 | 1.18 | -0.42 | 0.48 | 0.56 | -0.88 | -0.31 | 1.32 | 0.79 | 0.71 | 1.45 | -0.60 | -0.94 |
| Standard Deviation(%) | NA | 18.07 | 25.58 | 38.65 | 29.55 | NA | NA | 28.58 | 14.24 | 33.45 | 24.12 | 47.37 | 54.81 | 19.96 | 11.24 | 10.83 | 11.52 | 18.02 | 28.14 | 20.40 |
| Draw Down(%) | NA | 13.83 | 33.31 | 68.31 | 70.21 | NA | NA | 70.21 | 13.83 | 33.31 | 20.47 | 37.75 | 59.92 | 14.43 | 8.36 | 7.89 | 9.62 | 15.82 | 30.23 | 26.05 |
| Yield(%) | 0.00 | 1.76 | 1.05 | 4.65 | 6.46 | 3.40 | 2.55 | 4.63 | 0.00 | 1.50 | 0.72 | 0.95 | 1.16 | 19.95 | 14.28 | 8.15 | 2.10 | 0.00 | 0.00 | 1.90 |
Data as of 11/07/2012, AR inception is 06/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIDIX (JHancock Financial Industries I) |
-25.19%
Feb 2006 - Feb 2009 |
-12.84%
Feb 2004 - Feb 2009 |
-1.15%
Sep 2001 - Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIDIX (JHancock Financial Industries I) |
24.23%
Feb 2009 - Feb 2012 |
13.49%
Sep 2002 - Sep 2007 |
2.85%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart