Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDVOX (JOHN HANCOCK DISCIPLINED VALUE FUND CLASS R1) | NA | -9.86% | -0.66% | 5.66% | 8.18% | NA | NA | … | … |
Data as of 12/17/2020, Common starting date is 01/20/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDVOX (JOHN HANCOCK DISCIPLINED VALUE FUND CLASS R1) | 01/20/2010 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.86 | -0.66 | 5.66 | 8.18 | NA | NA | … | … | -10.56 | 21.91 | -10.14 | 18.43 | 13.17 | -5.61 | 10.17 | 34.89 | 19.03 | -0.34 | 9.61 |
| Sharpe Ratio | NA | -0.28 | -0.06 | 0.24 | 0.42 | NA | NA | … | … | -0.30 | 1.67 | -0.69 | 2.16 | 0.86 | -0.36 | 0.90 | 3.04 | 1.42 | -0.01 | 0.49 |
| Standard Deviation(%) | NA | 36.14 | 24.07 | 20.19 | 18.33 | NA | NA | … | … | 36.79 | 12.29 | 16.66 | 8.27 | 14.95 | 15.49 | 11.32 | 11.45 | 13.51 | 25.48 | 20.30 |
| Draw Down(%) | NA | 40.38 | 40.38 | 40.38 | 40.38 | NA | NA | … | … | 40.38 | 7.00 | 21.31 | 4.42 | 12.31 | 13.77 | 8.47 | 4.39 | 11.43 | 22.70 | 16.10 |
| Yield(%) | 0.00 | 0.00 | 4.34 | 4.73 | 5.86 | 4.26 | 3.19 | … | … | 0.00 | 6.05 | 7.97 | 5.64 | 0.71 | 3.77 | 4.49 | 6.20 | 4.60 | 2.61 | 0.00 |
Data as of 12/17/2020, Common starting date is 01/20/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVOX (JOHN HANCOCK DISCIPLINED VALUE FUND CLASS R1) |
-4.11%
Mar 2017 – Mar 2020 |
-0.37%
Mar 2015 – Mar 2020 |
6.11%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVOX (JOHN HANCOCK DISCIPLINED VALUE FUND CLASS R1) |
23.95%
Sep 2011 – Sep 2014 |
15.94%
Jun 2010 – Jun 2015 |
9.80%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart