Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JHADX (JHFunds2 Active Bond NAV) | NA | -28.07% | -5.76% | -0.40% | NA | NA | NA | 1.00% |
Data as of 03/26/2013, AR inception is 11/03/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JHADX (JHFunds2 Active Bond NAV) | 11/03/2005 | 03/26/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -29.11 | -28.07 | -5.76 | -0.40 | NA | NA | NA | 1.00 | -29.11 | 3.80 | 5.59 | 11.46 | 22.71 | -8.10 | 4.58 | 4.10 | 0.84 |
Sharpe Ratio | NA | -0.81 | -0.29 | -0.04 | NA | NA | NA | -0.01 | -1.08 | 2.44 | 1.45 | 3.10 | 5.05 | -1.59 | 0.50 | 0.31 | 0.93 |
Standard Deviation(%) | NA | 34.70 | 20.22 | 15.93 | NA | NA | NA | 13.24 | 71.71 | 1.55 | 3.83 | 3.67 | 4.48 | 5.64 | 3.22 | 2.74 | 3.10 |
Draw Down(%) | NA | 29.32 | 29.32 | 29.32 | NA | NA | NA | 29.32 | 29.11 | 0.78 | 2.37 | 2.42 | 2.63 | 12.35 | 2.17 | 2.13 | 0.83 |
Yield(%) | 0.00 | 1.06 | 3.95 | 5.01 | 3.43 | 2.29 | 1.71 | 4.90 | 0.00 | 1.08 | 6.49 | 5.79 | 5.99 | 5.62 | 4.17 | 5.53 | 0.00 |
Data as of 03/26/2013, AR inception is 11/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JHADX (JHFunds2 Active Bond NAV) |
-0.05%
Feb 2006 - Feb 2009 |
6.38%
Nov 2006 - Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JHADX (JHFunds2 Active Bond NAV) |
13.92%
Feb 2009 - Feb 2012 |
7.60%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart