Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JGBOX (JHVIT Disciplined Divers Tr Ser I) | NA | -5.09% | 7.87% | NA | NA | NA | NA | -0.69% |
Data as of 06/05/2012, AR inception is 05/01/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGBOX (JHVIT Disciplined Divers Tr Ser I) | 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 (%) | -2.74 | -5.09 | 7.87 | NA | NA | NA | NA | -0.69 | -0.09 | -2.08 | 13.40 | 23.93 | -29.25 |
| Sharpe Ratio | NA | -0.35 | 0.56 | NA | NA | NA | NA | -0.04 | -0.03 | -0.13 | 1.03 | 1.22 | -1.30 |
| Standard Deviation(%) | NA | 16.75 | 14.04 | NA | NA | NA | NA | 19.42 | 9.47 | 16.71 | 12.96 | 19.56 | 31.57 |
| Draw Down(%) | NA | 15.01 | 15.72 | NA | NA | NA | NA | 43.20 | 8.57 | 15.72 | 10.00 | 20.11 | 40.23 |
| Yield(%) | 0.00 | 2.53 | 1.74 | 0.81 | 0.40 | 0.27 | 0.20 | 1.01 | 0.00 | 2.59 | 1.67 | 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 |
|---|---|---|---|---|
| JGBOX (JHVIT Disciplined Divers Tr Ser I) |
2.16%
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 |
|---|---|---|---|---|
| JGBOX (JHVIT Disciplined Divers Tr Ser I) |
19.67%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart