Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDJCX (JHancock Diversified Macro Fund) | 10.77% | 7.48% | 0.89% | 2.06% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/08/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDJCX (JHancock Diversified Macro Fund) | 08/08/2019 | 06/04/2026 |
| 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 (%) | 1.69 | 7.48 | 0.89 | 2.06 | NA | NA | NA | … | … | 10.77 | -7.61 | 1.48 | 1.75 | 11.05 | -3.09 | -3.34 | 0.96 |
| Sharpe Ratio | NA | 0.54 | -0.37 | -0.07 | NA | NA | NA | … | … | 2.98 | -1.31 | -0.23 | -0.22 | 1.03 | -0.33 | -0.36 | 0.13 |
| Standard Deviation(%) | NA | 6.72 | 8.35 | 8.88 | NA | NA | NA | … | … | 7.31 | 8.14 | 9.46 | 8.57 | 9.34 | 9.43 | 10.00 | 9.49 |
| Draw Down(%) | NA | 6.16 | 20.96 | 20.96 | NA | NA | NA | … | … | 3.08 | 12.47 | 14.99 | 8.01 | 9.50 | 6.28 | 13.71 | 4.12 |
| Yield(%) | 0.00 | 0.00 | 0.95 | 2.91 | 1.85 | 1.23 | 0.92 | … | … | 0.00 | 0.00 | 0.00 | 2.89 | 10.26 | 2.29 | 1.04 | 3.70 |
Data as of 06/04/2026, Common starting date is 08/08/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJCX (JHancock Diversified Macro Fund) |
-3.48%
Oct 2022 – Oct 2025 |
0.33%
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 |
|---|---|---|---|---|
| JDJCX (JHancock Diversified Macro Fund) |
8.13%
Mar 2021 – Mar 2024 |
3.74%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart