Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JHIOX (JHFunds2 Intl Opportunities NAV) | NA | -34.24% | -10.28% | -10.95% | NA | NA | NA | -2.37% |
Data as of 03/26/2013, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHIOX (JHFunds2 Intl Opportunities NAV) | 10/19/2005 | 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 (%) | -21.65 | -34.24 | -10.28 | -10.95 | NA | NA | NA | -2.37 | -21.65 | -2.38 | -16.75 | 14.22 | 37.53 | -50.04 | 20.38 | 24.15 | 13.23 |
| Sharpe Ratio | NA | -1.01 | -0.33 | -0.30 | NA | NA | NA | -0.12 | -1.30 | -0.21 | -0.59 | 0.64 | 1.20 | -1.15 | 0.86 | 1.29 | 8.55 |
| Standard Deviation(%) | NA | 33.92 | 31.38 | 37.10 | NA | NA | NA | 28.19 | 50.43 | 11.76 | 28.34 | 22.05 | 31.07 | 44.36 | 20.17 | 16.22 | 9.87 |
| Draw Down(%) | NA | 34.28 | 39.77 | 60.35 | NA | NA | NA | 63.26 | 21.65 | 16.12 | 27.74 | 17.47 | 24.38 | 60.84 | 13.79 | 19.19 | 1.76 |
| Yield(%) | 0.00 | 0.00 | 0.86 | 0.70 | 3.14 | 2.10 | 1.57 | 4.49 | 0.00 | 0.00 | 0.00 | 2.53 | 1.28 | 0.72 | 15.06 | 1.65 | 5.13 |
Data as of 03/26/2013, 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 |
|---|---|---|---|---|
| JHIOX (JHFunds2 Intl Opportunities NAV) |
-15.59%
Feb 2006 - Feb 2009 |
-9.76%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHIOX (JHFunds2 Intl Opportunities NAV) |
19.97%
Feb 2009 - Feb 2012 |
3.60%
Nov 2005 - Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart