Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JBLOX (JHT Balanced Series I ) | NA | -31.03% | -3.65% | NA | NA | NA | NA | -1.83% |
Data as of 06/01/2012, AR inception is 05/01/2009
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JBLOX (JHT Balanced Series I ) | 05/01/2009 | 06/01/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -31.03 | -3.65 | NA | NA | NA | NA | -1.83 | -27.24 | -0.92 | 10.18 | 19.12 |
Sharpe Ratio | NA | -0.44 | -0.05 | NA | NA | NA | NA | -0.06 | -0.91 | -0.06 | 0.76 | 2.15 |
Standard Deviation(%) | NA | 71.37 | 73.59 | NA | NA | NA | NA | 32.01 | 58.59 | 16.32 | 13.33 | 13.81 |
Draw Down(%) | NA | 34.15 | 34.15 | NA | NA | NA | NA | 34.15 | 34.15 | 14.06 | 10.67 | 4.47 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/01/2012, AR inception is 05/01/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JBLOX (JHT Balanced Series I ) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JBLOX (JHT Balanced Series I ) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart