Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JHLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS 5) | 3.52% | 7.56% | 3.40% | 2.53% | 3.54% | 4.17% | NA | 4.04% |
Data as of 06/04/2025, AR inception is 07/03/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JHLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS 5) | 07/03/2006 | 06/04/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.89 | 7.56 | 3.40 | 2.53 | 3.54 | 4.17 | NA | 4.04 | 3.52 | 6.08 | 9.99 | -18.47 | 2.46 | 9.78 | 15.59 | -4.82 | 11.14 | 6.91 | -1.26 | 4.06 | 6.99 | 8.74 | -2.86 | 7.42 | 28.46 | -23.58 | 4.83 | 8.02 |
Sharpe Ratio | NA | 0.27 | -0.11 | 0.04 | 0.22 | NA | NA | 0.31 | 0.27 | -0.08 | 0.86 | -1.59 | 0.32 | 0.67 | 3.25 | -1.08 | 3.76 | 1.13 | -0.22 | 0.87 | 1.31 | 1.64 | -0.30 | 0.88 | 2.33 | -1.50 | 0.28 | 2.99 |
Standard Deviation(%) | NA | 7.81 | 8.94 | 8.73 | 8.11 | NA | NA | 8.54 | 9.74 | 6.10 | 6.75 | 12.51 | 7.67 | 14.15 | 4.36 | 5.68 | 2.80 | 5.95 | 5.94 | 4.63 | 5.33 | 5.35 | 9.49 | 8.37 | 12.18 | 16.25 | 6.63 | 4.50 |
Draw Down(%) | NA | 9.08 | 10.97 | 23.73 | 23.73 | NA | NA | 34.26 | 7.70 | 4.19 | 6.92 | 18.91 | 6.01 | 19.76 | 2.07 | 9.01 | 0.95 | 5.35 | 7.07 | 4.13 | 4.73 | 4.35 | 10.96 | 6.72 | 14.01 | 31.44 | 4.49 | 2.07 |
Yield(%) | 0.00 | 3.69 | 3.29 | 3.30 | 4.49 | 4.16 | 3.82 | 4.24 | 0.62 | 3.74 | 3.60 | 2.83 | 3.46 | 3.13 | 7.58 | 6.52 | 7.05 | 5.68 | 5.75 | 5.35 | 0.00 | 0.00 | 0.00 | 0.00 | 5.27 | 6.29 | 4.43 | 8.11 |
Data as of 06/04/2025, AR inception is 07/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JHLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS 5) |
-3.83%
Apr 2021 - Apr 2024 |
0.18%
Dec 2017 - Dec 2022 |
2.17%
Oct 2013 - Oct 2023 |
2.59%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JHLMX (MULTIMANAGER LIFESTYLE MODERATE PORTFOLIO CLASS 5) |
15.53%
Feb 2009 - Feb 2012 |
11.55%
Feb 2009 - Feb 2014 |
7.65%
Feb 2009 - Feb 2019 |
5.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart