Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JCHOX (J Hancock II Multi-Index 2060 Preservati) | NA | 19.59% | 4.46% | 6.51% | NA | NA | NA | 8.53% |
Data as of 10/16/2023, AR inception is 03/31/2016
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JCHOX (J Hancock II Multi-Index 2060 Preservati) | 03/31/2016 | 10/16/2023 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 19.59 | 4.46 | 6.51 | NA | NA | NA | 8.53 | 12.15 | -19.43 | 15.37 | 15.78 | 23.13 | -7.32 | 18.87 | 8.29 |
Sharpe Ratio | NA | 1.50 | 0.21 | 0.31 | NA | NA | NA | 0.46 | 1.22 | -1.10 | 1.44 | 0.58 | 2.28 | -0.68 | 3.19 | 1.04 |
Standard Deviation(%) | NA | 12.06 | 13.90 | 16.76 | NA | NA | NA | 14.65 | 9.37 | 18.99 | 10.66 | 26.53 | 9.55 | 12.69 | 5.74 | 10.49 |
Draw Down(%) | NA | 7.37 | 26.43 | 28.00 | NA | NA | NA | 28.00 | 7.37 | 25.97 | 4.69 | 28.00 | 5.28 | 16.24 | 1.68 | 5.52 |
Yield(%) | 0.00 | 13.20 | 7.65 | 7.68 | 5.35 | 3.56 | 2.67 | 7.64 | 0.66 | 9.50 | 7.54 | 3.88 | 8.96 | 7.15 | 4.40 | 1.69 |
Data as of 10/16/2023, AR inception is 03/31/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JCHOX (J Hancock II Multi-Index 2060 Preservati) |
2.18%
Sep 2019 - Sep 2022 |
3.52%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JCHOX (J Hancock II Multi-Index 2060 Preservati) |
18.04%
Dec 2018 - Dec 2021 |
13.13%
Oct 2016 - Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart