Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHRRX (JOHN HANCOCK GLOBAL CONSERVATIVE ABSOLUTE RETURN FUND CLASS R6) | NA | 3.24% | 0.82% | 1.02% | 0.52% | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 10/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHRRX (JOHN HANCOCK GLOBAL CONSERVATIVE ABSOLUTE RETURN FUND CLASS R6) | 10/20/2005 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.24 | 0.82 | 1.02 | 0.52 | NA | NA | … | … | 3.24 | -0.22 | -0.54 | 1.06 | 1.19 | -0.05 | -28.44 | 6.36 | 11.23 | 8.05 | 17.94 | -6.31 | 11.25 | 0.35 | 0.35 |
| Sharpe Ratio | NA | 2.00 | -0.20 | 0.15 | -0.27 | NA | NA | … | … | 1.83 | -0.88 | -0.63 | 0.34 | 0.49 | -0.03 | -0.10 | 2.08 | 0.41 | 1.32 | 2.02 | -0.43 | 0.85 | -0.62 | -0.17 |
| Standard Deviation(%) | NA | 1.02 | 1.59 | 1.98 | 13.56 | NA | NA | … | … | 1.00 | 1.76 | 1.87 | 2.53 | 2.35 | 2.19 | 50.03 | 3.06 | 27.26 | 6.04 | 8.84 | 16.74 | 9.68 | 4.76 | 4.83 |
| Draw Down(%) | NA | 0.31 | 2.02 | 3.79 | 29.79 | NA | NA | … | … | 0.31 | 1.29 | 1.60 | 3.28 | 2.40 | 2.72 | 29.79 | 1.58 | 17.31 | 5.79 | 6.32 | 19.87 | 6.63 | 3.64 | 1.93 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.38 | 0.94 | 0.47 | 0.35 | … | … | 0.00 | 0.00 | 0.00 | 5.03 | 1.89 | 2.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/30/2019, Common starting date is 10/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHRRX (JOHN HANCOCK GLOBAL CONSERVATIVE ABSOLUTE RETURN FUND CLASS R6) |
-0.18%
Feb 2015 – Feb 2018 |
0.29%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHRRX (JOHN HANCOCK GLOBAL CONSERVATIVE ABSOLUTE RETURN FUND CLASS R6) |
1.52%
Mar 2016 – Mar 2019 |
0.95%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart