Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEVLX (John Hancock Var Ins Tr Value Trust Seri) | NA | -85.47% | -46.73% | -25.36% | -12.12% | -3.75% | -3.77% | -2.89% |
Data as of 12/28/2017, AR inception is 12/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEVLX (John Hancock Var Ins Tr Value Trust Seri) | 12/31/1996 | 12/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -86.18 | -85.47 | -46.73 | -25.36 | -12.12 | -3.75 | -3.77 | -2.89 | -67.12 | 5.01 | -21.68 | -0.81 | 34.39 | 16.47 | -0.18 | 21.06 | 39.43 | -43.32 | -23.59 | 3.79 | 11.85 | 14.51 | 36.83 | -24.17 | -0.06 | 24.57 | -5.90 | -5.00 | 18.40 | 0.00 |
| Sharpe Ratio | NA | -0.75 | -0.87 | -0.74 | -0.68 | NA | NA | -0.62 | -0.75 | -1.42 | -2.05 | -1.22 | 1.39 | -0.19 | -0.76 | 0.13 | 0.69 | -1.51 | -1.52 | -0.98 | -0.88 | -0.44 | 0.98 | -1.68 | -1.15 | -2.09 | 1.30 | 1.73 | -2.20 | NA |
| Standard Deviation(%) | NA | 115.00 | 68.32 | 53.72 | 42.62 | NA | NA | 32.46 | 115.46 | 20.45 | 19.66 | 15.86 | 11.43 | 10.99 | 24.71 | 19.20 | 30.03 | 41.49 | 30.03 | 19.00 | 10.37 | 11.56 | 17.84 | 26.22 | 18.89 | 21.04 | 14.69 | 16.38 | 12.81 | 0.00 |
| Draw Down(%) | NA | 69.39 | 75.23 | 75.69 | 75.69 | NA | NA | 75.69 | 69.39 | 16.32 | 29.58 | 18.35 | 5.23 | 7.55 | 24.77 | 15.70 | 28.10 | 55.18 | 27.78 | 20.08 | 7.55 | 9.81 | 15.04 | 39.91 | 21.83 | 14.31 | 21.76 | 26.81 | 8.70 | 0.00 |
| Yield(%) | 0.00 | 71.38 | 26.28 | 24.75 | 14.21 | 17.41 | 10.73 | 12.89 | 70.74 | 10.20 | 13.34 | 10.67 | 0.96 | 0.93 | 1.12 | 1.10 | 1.51 | 3.45 | 31.19 | 0.00 | 0.64 | 0.59 | 1.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/28/2017, AR inception is 12/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEVLX (John Hancock Var Ins Tr Value Trust Seri) |
-19.29%
Feb 2006 - Feb 2009 |
-7.29%
Feb 2004 - Feb 2009 |
-0.94%
Feb 1999 - Feb 2009 |
4.09%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEVLX (John Hancock Var Ins Tr Value Trust Seri) |
32.22%
Feb 2009 - Feb 2012 |
27.70%
Feb 2009 - Feb 2014 |
11.46%
Mar 2003 - Mar 2013 |
10.38%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart