Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHVIX (INTERNATIONAL VALUE FUND CLASS NAV) | NA | -51.33% | -22.47% | -9.34% | -4.14% | -1.65% | NA | … | … |
Data as of 12/17/2020, Common starting date is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHVIX (INTERNATIONAL VALUE FUND CLASS NAV) | 10/19/2005 | 12/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -44.87 | -51.33 | -22.47 | -9.34 | -4.14 | -1.65 | NA | … | … | -51.49 | 11.80 | -15.23 | 17.36 | 12.69 | -7.75 | -12.35 | 25.39 | 19.73 | -12.91 | 8.04 | 38.58 | -42.49 | 8.89 | 29.12 | 5.53 |
| Sharpe Ratio | NA | -0.78 | -0.59 | -0.31 | -0.17 | NA | NA | … | … | -0.79 | 0.94 | -1.26 | 2.10 | 0.62 | -0.46 | -1.03 | 1.85 | 1.01 | -0.43 | 0.38 | 1.36 | -1.05 | 0.34 | 2.00 | 3.15 |
| Standard Deviation(%) | NA | 65.87 | 39.38 | 32.04 | 26.50 | NA | NA | … | … | 67.06 | 11.08 | 13.11 | 7.99 | 20.06 | 16.84 | 12.02 | 13.68 | 19.71 | 29.91 | 21.05 | 28.27 | 41.07 | 17.11 | 12.96 | 9.04 |
| Draw Down(%) | NA | 51.85 | 56.88 | 56.88 | 56.88 | NA | NA | … | … | 51.85 | 12.91 | 22.16 | 4.01 | 14.20 | 20.39 | 19.34 | 8.00 | 19.93 | 28.07 | 17.96 | 25.70 | 53.39 | 12.70 | 12.39 | 1.26 |
| Yield(%) | 0.00 | 11.66 | 4.97 | 4.69 | 3.41 | 3.84 | 3.04 | … | … | 4.66 | 8.12 | 1.94 | 2.65 | 2.73 | 1.87 | 2.47 | 1.86 | 2.59 | 3.05 | 1.77 | 2.63 | 4.77 | 7.21 | 9.67 | 0.37 |
Data as of 12/17/2020, Common starting date is 10/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHVIX (INTERNATIONAL VALUE FUND CLASS NAV) |
-14.32%
Feb 2006 – Feb 2009 |
-6.53%
May 2007 – May 2012 |
0.29%
Mar 2010 – Mar 2020 |
2.60%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHVIX (INTERNATIONAL VALUE FUND CLASS NAV) |
21.55%
Feb 2009 – Feb 2012 |
19.18%
Feb 2009 – Feb 2014 |
8.93%
Feb 2009 – Feb 2019 |
2.60%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart