Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JHFLX (JHFunds2 Fundamental Value NAV) | NA | 7.95% | 17.72% | 11.65% | NA | NA | NA | 6.00% |
Data as of 11/20/2014, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHFLX (JHFunds2 Fundamental Value NAV) | 10/19/2005 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.95 | 17.72 | 11.65 | NA | NA | NA | 6.00 | 3.64 | 32.95 | 13.14 | -3.68 | 12.93 | 31.16 | -39.44 | 4.24 | 14.57 | 5.01 |
| Sharpe Ratio | NA | 0.95 | 1.43 | 0.74 | NA | NA | NA | 0.23 | 0.49 | 2.96 | 0.99 | -0.16 | 0.71 | 1.01 | -0.93 | 0.08 | 1.22 | 2.85 |
| Standard Deviation(%) | NA | 8.39 | 11.89 | 15.72 | NA | NA | NA | 22.04 | 8.25 | 11.14 | 13.32 | 22.94 | 18.02 | 30.68 | 43.29 | 15.45 | 9.25 | 8.89 |
| Draw Down(%) | NA | 6.33 | 10.48 | 21.75 | NA | NA | NA | 57.68 | 6.33 | 5.28 | 10.48 | 21.75 | 15.01 | 29.06 | 50.95 | 9.96 | 7.11 | 1.52 |
| Yield(%) | 0.00 | 0.73 | 1.26 | 1.20 | 1.15 | 0.76 | 0.57 | 1.27 | 0.00 | 0.91 | 1.70 | 0.82 | 1.20 | 1.02 | 0.90 | 1.96 | 2.18 | 0.24 |
Data as of 11/20/2014, AR inception is 10/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHFLX (JHFunds2 Fundamental Value NAV) |
-17.14%
Feb 2006 - Feb 2009 |
-2.83%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHFLX (JHFunds2 Fundamental Value NAV) |
25.05%
Feb 2009 - Feb 2012 |
22.20%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart