Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JAFOX (JHFunds2 Core Fundamental Holdings 1) | NA | 2.12% | 9.64% | 6.99% | NA | NA | NA | 4.79% |
Data as of 11/20/2014, AR inception is 07/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JAFOX (JHFunds2 Core Fundamental Holdings 1) | 07/03/2008 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.12 | 9.64 | 6.99 | NA | NA | NA | 4.79 | -0.09 | 15.71 | 10.62 | 1.64 | 10.24 | 20.50 | -23.33 |
| Sharpe Ratio | NA | 0.51 | 1.36 | 0.77 | NA | NA | NA | 0.33 | -0.03 | 2.32 | 1.42 | 0.13 | 0.97 | 1.36 | -1.35 |
| Standard Deviation(%) | NA | 4.08 | 6.73 | 8.97 | NA | NA | NA | 13.14 | 3.95 | 6.76 | 7.50 | 12.82 | 10.43 | 15.05 | 31.13 |
| Draw Down(%) | NA | 3.13 | 5.85 | 10.45 | NA | NA | NA | 34.28 | 3.13 | 4.48 | 5.85 | 10.45 | 7.64 | 16.13 | 31.55 |
| Yield(%) | 0.00 | 2.85 | 4.46 | 4.01 | 1.89 | 1.26 | 0.95 | 3.15 | 0.00 | 3.18 | 6.30 | 3.64 | 6.76 | 0.00 | 0.00 |
Data as of 11/20/2014, AR inception is 07/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAFOX (JHFunds2 Core Fundamental Holdings 1) |
1.00%
Aug 2008 - Aug 2011 |
4.27%
Aug 2008 - Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JAFOX (JHFunds2 Core Fundamental Holdings 1) |
16.69%
Feb 2009 - Feb 2012 |
14.27%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart