Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JHAEX (J Hancock II:Abs Rtn;A) | NA | -19.54% | NA | NA | NA | NA | NA | -13.50% |
Data as of 07/08/2009, AR inception is 11/01/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JHAEX (J Hancock II:Abs Rtn;A) | 11/01/2006 | 07/08/2009 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -19.54 | NA | NA | NA | NA | NA | -13.50 | 5.73 | -27.61 | -2.15 | -0.09 |
Sharpe Ratio | NA | -0.70 | NA | NA | NA | NA | NA | -0.64 | 0.52 | -1.20 | -0.51 | -0.50 |
Standard Deviation(%) | NA | 28.23 | NA | NA | NA | NA | NA | 18.78 | 22.00 | 23.76 | 10.20 | 8.09 |
Draw Down(%) | NA | 36.80 | NA | NA | NA | NA | NA | 45.05 | 19.59 | 39.42 | 10.27 | 3.16 |
Yield(%) | 0.00 | 3.96 | 1.23 | 0.74 | 0.37 | 0.25 | 0.18 | 1.84 | 0.00 | 3.76 | 0.00 | 0.00 |
Data as of 07/08/2009, AR inception is 11/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JHAEX (J Hancock II:Abs Rtn;A) |
0.00%
NA |
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 |
---|---|---|---|---|
JHAEX (J Hancock II:Abs Rtn;A) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart