Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDJAX (JHancock Diversified Macro Fund Class A) | 11.93% | 8.96% | 1.87% | 3.03% | NA | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 07/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDJAX (JHancock Diversified Macro Fund Class A) | 07/30/2019 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.31 | 8.96 | 1.87 | 3.03 | NA | NA | NA | … | … | 11.93 | -7.10 | 2.32 | 2.52 | 11.99 | -2.54 | -2.52 | 1.46 |
| Sharpe Ratio | NA | 0.67 | -0.29 | 0.01 | NA | NA | NA | … | … | 3.19 | -1.25 | -0.14 | -0.13 | 1.12 | -0.27 | -0.27 | 0.24 |
| Standard Deviation(%) | NA | 6.61 | 8.23 | 8.84 | NA | NA | NA | … | … | 7.14 | 8.07 | 9.22 | 8.54 | 9.50 | 9.45 | 10.25 | 9.32 |
| Draw Down(%) | NA | 5.85 | 19.93 | 19.93 | NA | NA | NA | … | … | 3.02 | 11.91 | 14.61 | 7.97 | 9.19 | 5.93 | 13.57 | 4.12 |
| Yield(%) | 0.00 | 0.05 | 1.27 | 3.40 | 2.16 | 1.44 | 1.08 | … | … | 0.00 | 0.04 | 0.17 | 3.65 | 11.08 | 3.04 | 1.73 | 3.71 |
Data as of 06/03/2026, Common starting date is 07/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJAX (JHancock Diversified Macro Fund Class A) |
-2.75%
Oct 2022 – Oct 2025 |
1.06%
Dec 2020 – Dec 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJAX (JHancock Diversified Macro Fund Class A) |
8.97%
Mar 2021 – Mar 2024 |
4.53%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart