Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JEMBX (JHVIT Emerging Markets Value Tr Ser I) | NA | -37.95% | -2.26% | NA | NA | NA | NA | -8.67% |
Data as of 06/05/2012, AR inception is 04/09/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JEMBX (JHVIT Emerging Markets Value Tr Ser I) | 04/09/2008 | 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 (%) | -4.20 | -37.95 | -2.26 | NA | NA | NA | NA | -8.67 | -2.84 | -38.34 | 18.27 | 100.59 | -51.05 |
Sharpe Ratio | NA | -1.22 | -0.09 | NA | NA | NA | NA | -0.25 | -0.36 | -1.29 | 0.83 | 3.04 | -1.21 |
Standard Deviation(%) | NA | 31.84 | 26.00 | NA | NA | NA | NA | 33.60 | 18.35 | 29.70 | 21.92 | 33.07 | 52.17 |
Draw Down(%) | NA | 40.96 | 43.85 | NA | NA | NA | NA | 64.78 | 20.37 | 43.85 | 17.63 | 25.97 | 64.78 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2012, AR inception is 04/09/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEMBX (JHVIT Emerging Markets Value Tr Ser I) |
-0.54%
May 2009 - May 2012 |
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 |
---|---|---|---|---|
JEMBX (JHVIT Emerging Markets Value Tr Ser I) |
28.37%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart