Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JGBNX (JHVIT Disciplined Divers Tr Ser NAV) | NA | -4.97% | 7.93% | NA | NA | NA | NA | -0.64% |
Data as of 06/05/2012, AR inception is 05/01/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JGBNX (JHVIT Disciplined Divers Tr Ser NAV) | 05/01/2008 | 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 (%) | -2.73 | -4.97 | 7.93 | NA | NA | NA | NA | -0.64 | 0.00 | -2.03 | 13.45 | 23.93 | -29.25 |
Sharpe Ratio | NA | -0.35 | 0.56 | NA | NA | NA | NA | -0.04 | -0.01 | -0.12 | 1.03 | 1.22 | -1.31 |
Standard Deviation(%) | NA | 16.66 | 13.98 | NA | NA | NA | NA | 19.35 | 9.37 | 16.73 | 12.95 | 19.56 | 31.46 |
Draw Down(%) | NA | 14.92 | 15.63 | NA | NA | NA | NA | 43.20 | 8.50 | 15.63 | 10.00 | 20.11 | 40.23 |
Yield(%) | 0.00 | 2.57 | 1.78 | 0.83 | 0.41 | 0.28 | 0.21 | 1.03 | 0.00 | 2.63 | 1.72 | 0.00 | 0.00 |
Data as of 06/05/2012, AR inception is 05/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JGBNX (JHVIT Disciplined Divers Tr Ser NAV) |
2.21%
Aug 2008 - Aug 2011 |
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 |
---|---|---|---|---|
JGBNX (JHVIT Disciplined Divers Tr Ser NAV) |
19.74%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart