Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JILPX (JHFunds2 Large Cap 1 ) | NA | 10.11% | 7.73% | -1.24% | NA | NA | NA | 2.29% |
Data as of 11/07/2012, AR inception is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JILPX (JHFunds2 Large Cap 1 ) | 10/19/2005 | 11/07/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.11 | 7.73 | -1.24 | NA | NA | NA | 2.29 | 10.72 | -2.69 | 13.45 | 32.12 | -40.51 | 1.12 | 14.42 | 5.40 |
| Sharpe Ratio | NA | 0.85 | 0.46 | -0.05 | NA | NA | NA | 0.05 | 2.05 | -0.11 | 0.71 | 1.01 | -0.91 | -0.12 | 1.14 | 3.00 |
| Standard Deviation(%) | NA | 11.85 | 18.75 | 29.13 | NA | NA | NA | 25.27 | 6.18 | 25.07 | 18.79 | 31.85 | 45.31 | 16.29 | 9.77 | 9.22 |
| Draw Down(%) | NA | 9.24 | 21.98 | 57.62 | NA | NA | NA | 59.34 | 3.03 | 21.98 | 16.76 | 29.27 | 51.38 | 10.72 | 6.95 | 1.71 |
| Yield(%) | 0.00 | 1.18 | 1.00 | 1.41 | 1.25 | 0.83 | 0.62 | 1.78 | 0.00 | 1.14 | 0.89 | 0.97 | 1.58 | 3.54 | 3.65 | 0.10 |
Data as of 11/07/2012, 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 |
|---|---|---|---|---|
| JILPX (JHFunds2 Large Cap 1 ) |
-18.22%
Feb 2006 - Feb 2009 |
-3.37%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JILPX (JHFunds2 Large Cap 1 ) |
25.00%
Feb 2009 - Feb 2012 |
1.82%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart