Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEUTX (John Hancock Var Ins Tr Utilities Trust) | NA | 23.29% | 12.59% | 6.03% | 9.67% | 8.15% | NA | 11.16% |
Data as of 12/30/2019, AR inception is 04/08/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEUTX (John Hancock Var Ins Tr Utilities Trust) | 04/08/2003 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.29 | 12.59 | 6.03 | 9.67 | 8.15 | NA | 11.16 | 23.29 | 0.89 | 14.74 | 11.36 | -14.76 | 12.59 | 20.57 | 13.65 | 6.66 | 13.93 | 33.77 | -38.64 | 27.40 | 11.23 | 9.67 | 29.42 | 29.71 |
| Sharpe Ratio | NA | 2.99 | 1.33 | 0.44 | 0.70 | NA | NA | 0.56 | 2.87 | -0.04 | 2.08 | 0.70 | -0.95 | 1.18 | 2.01 | 1.06 | 0.33 | 0.81 | 1.37 | -0.94 | 1.56 | 0.39 | 0.62 | 3.25 | 4.63 |
| Standard Deviation(%) | NA | 7.67 | 8.60 | 11.96 | 13.36 | NA | NA | 17.47 | 7.65 | 10.81 | 6.81 | 15.82 | 15.51 | 10.69 | 10.23 | 12.98 | 19.88 | 17.08 | 24.64 | 41.93 | 15.73 | 20.39 | 12.02 | 8.77 | 9.05 |
| Draw Down(%) | NA | 3.56 | 7.95 | 26.20 | 26.20 | NA | NA | 50.96 | 3.56 | 7.95 | 2.63 | 10.03 | 23.97 | 9.02 | 7.98 | 7.58 | 15.80 | 11.56 | 22.80 | 49.33 | 11.04 | 17.58 | 10.65 | 7.23 | 5.04 |
| Yield(%) | 0.00 | 1.44 | 2.68 | 4.60 | 6.10 | 6.51 | 8.26 | 10.32 | 1.45 | 3.35 | 2.68 | 6.90 | 11.88 | 7.47 | 2.28 | 3.90 | 3.96 | 2.48 | 5.23 | 5.67 | 27.94 | 0.00 | 0.50 | 1.06 | 1.43 |
Data as of 12/30/2019, AR inception is 04/08/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEUTX (John Hancock Var Ins Tr Utilities Trust) |
-9.57%
Feb 2006 - Feb 2009 |
0.85%
Feb 2004 - Feb 2009 |
5.17%
May 2008 - May 2018 |
8.50%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEUTX (John Hancock Var Ins Tr Utilities Trust) |
24.16%
Feb 2009 - Feb 2012 |
20.95%
Feb 2009 - Feb 2014 |
12.92%
Mar 2009 - Mar 2019 |
9.78%
Jul 2003 - Jul 2018 |
Annualized Rolling Returns Comparison Chart