Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JSIFX (JHancock Small Cap Intrinsic Value NAV) | NA | -21.09% | 9.55% | -8.17% | NA | NA | NA | -7.60% |
Data as of 06/05/2012, AR inception is 05/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSIFX (JHancock Small Cap Intrinsic Value NAV) | 05/04/2007 | 06/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.23 | -21.09 | 9.55 | -8.17 | NA | NA | NA | -7.60 | 2.33 | -21.96 | 35.78 | 67.62 | -59.84 | -7.71 |
| Sharpe Ratio | NA | -0.63 | 0.34 | -0.26 | NA | NA | NA | -0.25 | 0.23 | -0.65 | 1.56 | 2.06 | -1.33 | -0.67 |
| Standard Deviation(%) | NA | 36.41 | 27.68 | 33.57 | NA | NA | NA | 32.82 | 24.47 | 33.92 | 22.90 | 32.71 | 45.59 | 21.26 |
| Draw Down(%) | NA | 39.26 | 41.15 | 71.45 | NA | NA | NA | 71.45 | 19.77 | 41.15 | 22.20 | 23.52 | 67.41 | 16.64 |
| Yield(%) | 0.00 | 1.29 | 1.25 | 0.38 | 0.19 | 0.13 | 0.10 | 0.39 | 0.00 | 1.29 | 1.29 | 0.00 | 0.02 | 0.00 |
Data as of 06/05/2012, AR inception is 05/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSIFX (JHancock Small Cap Intrinsic Value NAV) |
-13.90%
Jun 2007 - Jun 2010 |
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 |
|---|---|---|---|---|
| JSIFX (JHancock Small Cap Intrinsic Value NAV) |
32.06%
Feb 2009 - Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart