Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JMIDX (JHT Mid Cap Intersection Tr Series NAV) | NA | 23.52% | 17.28% | 46.83% | NA | NA | NA | 27.39% |
Data as of 04/30/2014, AR inception is 04/10/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JMIDX (JHT Mid Cap Intersection Tr Series NAV) | 04/10/2008 | 04/30/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.33 | 23.52 | 17.28 | 46.83 | NA | NA | NA | 27.39 | 0.19 | 42.51 | 279.40 | 27.53 | -38.14 |
Sharpe Ratio | NA | 1.65 | 1.69 | 1.40 | NA | NA | NA | 0.53 | 0.04 | 3.06 | 0.36 | 0.89 | -1.02 |
Standard Deviation(%) | NA | 14.21 | 44.80 | 33.31 | NA | NA | NA | 50.74 | 15.22 | 13.86 | 157.39 | 30.83 | 47.96 |
Draw Down(%) | NA | 8.38 | 8.38 | 8.41 | NA | NA | NA | 57.70 | 8.38 | 7.16 | 7.77 | 27.68 | 56.07 |
Yield(%) | 0.00 | 8.21 | 4.11 | 10.43 | 3.30 | 2.20 | 1.65 | 5.50 | 0.00 | 9.26 | 1.79 | 0.81 | 0.19 |
Data as of 04/30/2014, AR inception is 04/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JMIDX (JHT Mid Cap Intersection Tr Series NAV) |
49.53%
Aug 2010 - Aug 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JMIDX (JHT Mid Cap Intersection Tr Series NAV) |
92.76%
Feb 2011 - Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart