Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JEILX (JHVIT American International Tr Ser I) | NA | -18.00% | 3.70% | NA | NA | NA | NA | -11.83% |
Data as of 06/05/2012, AR inception is 04/01/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JEILX (JHVIT American International Tr Ser I) | 04/01/2008 | 06/05/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.86 | -18.00 | 3.70 | NA | NA | NA | NA | -11.83 | -0.58 | -14.34 | 7.10 | 9.67 | -39.58 |
Sharpe Ratio | NA | -0.75 | 0.16 | NA | NA | NA | NA | -0.37 | -0.09 | -0.57 | 0.32 | 0.26 | -1.21 |
Standard Deviation(%) | NA | 25.11 | 22.65 | NA | NA | NA | NA | 30.85 | 14.97 | 25.25 | 22.25 | 36.19 | 40.83 |
Draw Down(%) | NA | 25.00 | 27.77 | NA | NA | NA | NA | 53.25 | 12.42 | 27.77 | 18.40 | 23.56 | 52.38 |
Yield(%) | 0.00 | 1.29 | 1.74 | 1.09 | 0.55 | 0.36 | 0.27 | 1.37 | 0.00 | 1.32 | 1.97 | 1.04 | 2.74 |
Data as of 06/05/2012, AR inception is 04/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEILX (JHVIT American International Tr Ser I) |
-9.21%
May 2008 - May 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEILX (JHVIT American International Tr Ser I) |
12.12%
Apr 2009 - Apr 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart