Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDJRX (JHancock Diversified Macro Fund Class R6) | 11.38% | 8.74% | 2.14% | 3.28% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/07/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDJRX (JHancock Diversified Macro Fund Class R6) | 08/07/2019 | 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 (%) | 1.64 | 8.74 | 2.14 | 3.28 | NA | NA | NA | … | … | 11.38 | -7.23 | 2.70 | 2.77 | 12.37 | -2.07 | -2.16 | 2.07 |
| Sharpe Ratio | NA | 0.77 | -0.23 | 0.07 | NA | NA | NA | … | … | 3.17 | -1.26 | -0.10 | -0.10 | 1.16 | -0.22 | -0.23 | 0.44 |
| Standard Deviation(%) | NA | 6.72 | 8.24 | 8.85 | NA | NA | NA | … | … | 7.32 | 8.05 | 9.23 | 8.51 | 9.48 | 9.44 | 10.40 | 9.29 |
| Draw Down(%) | NA | 5.69 | 19.08 | 19.08 | NA | NA | NA | … | … | 3.00 | 11.24 | 14.37 | 7.95 | 9.01 | 5.71 | 13.54 | 4.02 |
| Yield(%) | 0.00 | 0.42 | 1.63 | 3.73 | 2.37 | 1.58 | 1.19 | … | … | 0.00 | 0.39 | 0.55 | 4.02 | 11.48 | 3.38 | 2.07 | 3.72 |
Data as of 06/04/2026, Common starting date is 08/07/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJRX (JHancock Diversified Macro Fund Class R6) |
-2.29%
Oct 2022 – Oct 2025 |
1.50%
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 |
|---|---|---|---|---|
| JDJRX (JHancock Diversified Macro Fund Class R6) |
9.38%
Mar 2021 – Mar 2024 |
4.91%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart