Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCEIX (JHancock Mid Cap Equity I) | NA | 15.67% | 5.07% | 17.80% | NA | NA | NA | 4.67% |
Data as of 12/03/2013, AR inception is 01/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCEIX (JHancock Mid Cap Equity I) | 01/12/2006 | 12/03/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.67 | 5.07 | 17.80 | NA | NA | NA | 4.67 | 12.97 | 13.85 | -11.87 | 21.91 | 48.60 | -44.39 | 16.24 | 3.69 |
| Sharpe Ratio | NA | 1.54 | 0.24 | 0.68 | NA | NA | NA | 0.12 | 1.41 | 0.86 | -0.39 | 0.69 | 1.65 | -1.03 | 0.80 | 0.03 |
| Standard Deviation(%) | NA | 10.15 | 20.85 | 25.94 | NA | NA | NA | 26.68 | 9.97 | 16.16 | 30.40 | 31.48 | 29.49 | 43.96 | 16.68 | 14.66 |
| Draw Down(%) | NA | 6.03 | 29.77 | 29.77 | NA | NA | NA | 61.61 | 6.03 | 13.66 | 29.77 | 24.11 | 19.32 | 58.45 | 11.12 | 15.26 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.57 | 0.38 | 0.28 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.81 | 3.87 |
Data as of 12/03/2013, AR inception is 01/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCEIX (JHancock Mid Cap Equity I) |
-15.75%
Feb 2006 - Feb 2009 |
-1.82%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCEIX (JHancock Mid Cap Equity I) |
26.55%
Feb 2009 - Feb 2012 |
16.99%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart