Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JESIX (John Hancock Var Ins Tr Small Cap Index) | 0.35% | 7.84% | 2.71% | 2.91% | 3.42% | 7.78% | 5.40% | 4.97% |
Data as of 07/02/2025, AR inception is 05/01/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JESIX (John Hancock Var Ins Tr Small Cap Index) | 05/01/2000 | 07/02/2025 |
| 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 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.35 | 7.84 | 2.71 | 2.91 | 3.42 | 7.78 | 5.40 | 4.97 | 0.35 | 8.36 | 14.63 | -32.22 | 6.42 | 10.65 | 25.00 | -11.44 | 14.41 | 21.01 | -4.33 | 4.59 | 38.58 | 16.11 | -4.50 | 26.36 | 26.64 | -33.80 | -2.03 | 13.97 | 0.03 | 17.33 | 45.79 | -21.47 | -0.09 | -9.68 |
| Sharpe Ratio | NA | 0.07 | -0.09 | 0.05 | 0.06 | NA | NA | 0.14 | -0.28 | 0.09 | 0.52 | -1.09 | 0.27 | 0.23 | 1.47 | -0.71 | 1.15 | 1.13 | -0.26 | 0.28 | 2.62 | 0.92 | -0.14 | 1.05 | 0.74 | -0.74 | -0.25 | 0.60 | -0.13 | 0.91 | 2.39 | -0.89 | -0.10 | -0.64 |
| Standard Deviation(%) | NA | 24.80 | 23.81 | 24.60 | 24.26 | NA | NA | 24.73 | 26.73 | 20.81 | 19.99 | 30.90 | 23.38 | 44.19 | 16.04 | 18.07 | 12.02 | 18.44 | 16.73 | 16.37 | 14.73 | 17.55 | 33.09 | 25.04 | 35.94 | 46.53 | 20.48 | 17.96 | 16.43 | 17.98 | 18.84 | 25.27 | 23.60 | 28.73 |
| Draw Down(%) | NA | 27.70 | 30.98 | 44.38 | 44.38 | NA | NA | 58.98 | 23.86 | 10.08 | 19.42 | 34.54 | 15.25 | 41.85 | 9.54 | 27.04 | 6.37 | 15.96 | 15.81 | 12.88 | 5.31 | 12.76 | 29.25 | 20.30 | 33.09 | 49.06 | 13.92 | 15.09 | 14.88 | 14.66 | 12.92 | 37.60 | 26.84 | 18.82 |
| Yield(%) | 0.00 | 0.49 | 0.91 | 1.04 | 4.17 | 7.53 | 5.28 | 4.94 | 0.00 | 0.50 | 1.32 | 0.85 | 0.67 | 1.33 | 11.82 | 6.92 | 4.66 | 9.37 | 9.18 | 7.19 | 10.02 | 20.41 | 1.53 | 0.54 | 4.02 | 2.06 | 14.60 | 0.00 | 0.52 | 0.33 | 0.00 | 0.69 | 0.00 | 0.00 |
Data as of 07/02/2025, AR inception is 05/01/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JESIX (John Hancock Var Ins Tr Small Cap Index) |
-19.01%
Feb 2006 - Feb 2009 |
-8.40%
Feb 2004 - Feb 2009 |
0.58%
Aug 2000 - Aug 2010 |
4.50%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JESIX (John Hancock Var Ins Tr Small Cap Index) |
28.98%
Feb 2009 - Feb 2012 |
26.22%
Feb 2009 - Feb 2014 |
16.29%
Feb 2009 - Feb 2019 |
10.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart