Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JEINX (JHVIT 500 Index Trust Ser I) | NA | 3.07% | 7.19% | -1.05% | NA | NA | NA | 1.63% |
Data as of 11/07/2012, AR inception is 02/17/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JEINX (JHVIT 500 Index Trust Ser I) | 02/17/2006 | 11/07/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -9.46 | 3.07 | 7.19 | -1.05 | NA | NA | NA | 1.63 | 3.00 | 1.57 | 15.11 | 25.76 | -37.21 | 4.89 | 10.48 |
Sharpe Ratio | NA | 0.14 | 0.35 | -0.05 | NA | NA | NA | 0.02 | 0.17 | 0.07 | 0.62 | 0.94 | -0.93 | 0.12 | 0.89 |
Standard Deviation(%) | NA | 21.26 | 22.68 | 28.58 | NA | NA | NA | 25.37 | 20.73 | 23.29 | 24.40 | 27.26 | 41.01 | 16.06 | 10.04 |
Draw Down(%) | NA | 12.68 | 18.81 | 54.14 | NA | NA | NA | 55.46 | 12.68 | 18.81 | 16.22 | 27.15 | 47.88 | 9.88 | 7.54 |
Yield(%) | 0.00 | 6.18 | 3.67 | 2.02 | 1.30 | 0.87 | 0.65 | 2.17 | 4.93 | 1.78 | 1.97 | 1.80 | 0.62 | 2.34 | 0.00 |
Data as of 11/07/2012, AR inception is 02/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEINX (JHVIT 500 Index Trust Ser I) |
-13.74%
Mar 2006 - Mar 2009 |
-1.57%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEINX (JHVIT 500 Index Trust Ser I) |
25.15%
Feb 2009 - Feb 2012 |
2.92%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart