Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JHQBX (JHFunds2 Invest Quality Bond NAV) | NA | -22.31% | -3.86% | -0.12% | NA | NA | NA | 1.28% |
Data as of 03/26/2013, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHQBX (JHFunds2 Invest Quality Bond 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 (%) | -24.06 | -22.31 | -3.86 | -0.12 | NA | NA | NA | 1.28 | -24.06 | 3.53 | 7.54 | 6.94 | 12.02 | -0.50 | 6.33 | 1.09 | 0.88 |
| Sharpe Ratio | NA | -0.57 | -0.12 | -0.01 | NA | NA | NA | 0.01 | -1.22 | 1.61 | 0.29 | 1.40 | 1.98 | -0.11 | 0.86 | -0.50 | 0.49 |
| Standard Deviation(%) | NA | 39.04 | 32.77 | 33.36 | NA | NA | NA | 16.51 | 57.37 | 2.18 | 26.13 | 4.89 | 6.02 | 13.43 | 3.87 | 4.41 | 3.74 |
| Draw Down(%) | NA | 24.29 | 24.29 | 24.29 | NA | NA | NA | 24.29 | 24.06 | 1.40 | 16.75 | 4.28 | 3.85 | 16.04 | 2.37 | 4.78 | 1.26 |
| Yield(%) | 0.00 | 0.65 | 2.43 | 3.81 | 2.73 | 1.82 | 1.37 | 3.91 | 0.00 | 0.66 | 3.63 | 3.91 | 5.13 | 5.91 | 5.03 | 2.52 | 0.87 |
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 |
|---|---|---|---|---|
| JHQBX (JHFunds2 Invest Quality Bond NAV) |
1.10%
Nov 2005 - Nov 2008 |
5.08%
Dec 2005 - Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHQBX (JHFunds2 Invest Quality Bond NAV) |
11.35%
Oct 2008 - Oct 2011 |
6.94%
Jun 2007 - Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart