Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JELAX (JHVIT Lifestyle Aggressive Trust Ser I) | NA | -5.71% | 10.90% | -2.77% | NA | NA | NA | -5.54% |
Data as of 06/05/2012, AR inception is 03/27/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JELAX (JHVIT Lifestyle Aggressive Trust Ser I) | 03/27/2006 | 06/05/2012 |
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 (%) | -1.86 | -5.71 | 10.90 | -2.77 | NA | NA | NA | -5.54 | 3.39 | -6.51 | 16.88 | 35.62 | -42.04 | 1.90 | -21.52 |
Sharpe Ratio | NA | -0.28 | 0.51 | -0.12 | NA | NA | NA | -0.22 | 0.60 | -0.26 | 0.84 | 1.27 | -1.07 | -0.06 | -0.77 |
Standard Deviation(%) | NA | 25.12 | 21.17 | 27.60 | NA | NA | NA | 29.97 | 13.62 | 25.00 | 20.02 | 28.05 | 39.94 | 17.87 | 39.53 |
Draw Down(%) | NA | 22.85 | 23.87 | 57.74 | NA | NA | NA | 64.75 | 10.81 | 23.87 | 15.84 | 25.49 | 52.95 | 11.56 | 34.22 |
Yield(%) | 0.00 | 1.72 | 2.14 | 3.48 | 1.62 | 1.08 | 0.81 | 2.70 | 0.00 | 1.74 | 2.41 | 1.16 | 11.72 | 5.92 | 0.00 |
Data as of 06/05/2012, AR inception is 03/27/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JELAX (JHVIT Lifestyle Aggressive Trust Ser I) |
-14.14%
Apr 2006 - Apr 2009 |
-2.81%
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 |
---|---|---|---|---|
JELAX (JHVIT Lifestyle Aggressive Trust Ser I) |
25.41%
Feb 2009 - Feb 2012 |
2.00%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart