Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHCS (John Hancock Multifactor Media and Communications) | NA | -100.00% | -100.00% | NA | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 03/13/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHCS (John Hancock Multifactor Media and Communications) | 03/13/2019 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | NA | NA | NA | NA | … | … | -100.00 | 1.26 | 24.97 | 12.46 |
| Sharpe Ratio | NA | -1.36 | -0.10 | NA | NA | NA | NA | … | … | -1.33 | 0.08 | 0.79 | 1.09 |
| Standard Deviation(%) | NA | 25.14 | 24.67 | NA | NA | NA | NA | … | … | 26.43 | 15.43 | 31.36 | 13.17 |
| Draw Down(%) | NA | 100.00 | 100.00 | NA | NA | NA | NA | … | … | 100.00 | 15.75 | 33.00 | 7.30 |
| Yield(%) | 0.00 | 0.96 | 1.15 | 0.75 | 0.38 | 0.25 | 0.19 | … | … | 0.51 | 0.95 | 0.95 | 0.66 |
Data as of 11/11/2022, Common starting date is 03/13/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHCS (John Hancock Multifactor Media and Communications) |
-2.98%
Sep 2019 – Sep 2022 |
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 |
|---|---|---|---|---|
| JHCS (John Hancock Multifactor Media and Communications) |
4.96%
May 2019 – May 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart