Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEFSX (Jh Vrinsfin Indt) | 6.69% | 21.23% | 6.08% | 6.94% | 5.31% | 7.92% | 5.61% | 5.19% |
Data as of 07/18/2025, AR inception is 04/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEFSX (Jh Vrinsfin Indt) | 04/30/2001 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 21.23 | 6.08 | 6.94 | 5.31 | 7.92 | 5.61 | 5.19 | 6.69 | 30.24 | 0.20 | -29.87 | 29.06 | -7.92 | 31.81 | -14.52 | 15.29 | 19.37 | -0.98 | 8.65 | 30.76 | 18.05 | -9.51 | 12.69 | 41.41 | -44.65 | -6.82 | 22.66 | 9.78 | 10.38 | 33.58 | -17.88 | -6.96 |
| Sharpe Ratio | NA | 0.80 | 0.12 | 0.21 | 0.17 | NA | NA | 0.17 | 0.39 | 1.47 | -0.21 | -1.00 | 1.55 | -0.19 | 2.02 | -0.93 | 1.15 | 0.94 | -0.06 | 0.69 | 2.66 | 1.38 | -0.42 | 0.66 | 1.05 | -0.87 | -0.49 | 1.73 | 0.74 | 0.93 | 2.17 | -0.78 | -0.67 |
| Standard Deviation(%) | NA | 22.55 | 22.83 | 23.02 | 23.51 | NA | NA | 23.25 | 24.60 | 16.07 | 19.42 | 31.39 | 18.78 | 43.75 | 15.08 | 17.01 | 12.75 | 20.46 | 18.13 | 12.56 | 11.57 | 13.19 | 22.71 | 19.08 | 39.19 | 52.53 | 20.25 | 11.25 | 10.33 | 10.15 | 15.14 | 24.35 | 18.26 |
| Draw Down(%) | NA | 18.71 | 36.39 | 44.41 | 44.41 | NA | NA | 66.76 | 18.71 | 8.23 | 21.40 | 35.30 | 8.81 | 42.42 | 8.38 | 24.56 | 8.03 | 19.41 | 13.33 | 9.13 | 6.51 | 10.01 | 22.06 | 14.70 | 33.76 | 56.08 | 14.45 | 8.14 | 7.06 | 10.53 | 13.54 | 31.84 | 27.99 |
| Yield(%) | 0.00 | 1.06 | 1.67 | 1.67 | 5.10 | 6.49 | 4.91 | 4.63 | 0.00 | 1.22 | 1.69 | 2.11 | 1.05 | 1.20 | 11.87 | 7.53 | 1.30 | 1.51 | 31.61 | 0.76 | 1.97 | 0.89 | 1.62 | 0.74 | 0.83 | 5.38 | 15.39 | 0.00 | 0.38 | 0.38 | 0.21 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 04/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEFSX (Jh Vrinsfin Indt) |
-21.60%
Feb 2006 - Feb 2009 |
-10.86%
Feb 2004 - Feb 2009 |
1.95%
Dec 2001 - Dec 2011 |
3.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEFSX (Jh Vrinsfin Indt) |
27.07%
Feb 2009 - Feb 2012 |
22.99%
Feb 2009 - Feb 2014 |
15.40%
Feb 2009 - Feb 2019 |
9.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart