Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JTFOX (J Hancock II Multi-Index 2060 Preservati) | NA | 10.72% | 4.58% | 6.43% | NA | NA | NA | 7.86% |
Data as of 10/30/2023, AR inception is 03/31/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JTFOX (J Hancock II Multi-Index 2060 Preservati) | 03/31/2016 | 10/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.72 | 4.58 | 6.43 | NA | NA | NA | 7.86 | 7.13 | -19.32 | 15.42 | 15.73 | 23.30 | -7.27 | 18.77 | 8.33 |
| Sharpe Ratio | NA | 0.51 | 0.21 | 0.30 | NA | NA | NA | 0.41 | 0.46 | -1.09 | 1.45 | 0.58 | 2.29 | -0.68 | 2.37 | 1.05 |
| Standard Deviation(%) | NA | 11.86 | 13.88 | 16.73 | NA | NA | NA | 14.76 | 9.72 | 19.05 | 10.62 | 26.48 | 9.57 | 12.70 | 7.70 | 10.44 |
| Draw Down(%) | NA | 7.28 | 26.45 | 28.00 | NA | NA | NA | 28.00 | 7.28 | 26.03 | 4.68 | 28.00 | 5.28 | 16.16 | 3.63 | 5.52 |
| Yield(%) | 0.00 | 12.83 | 8.07 | 8.03 | 5.39 | 3.59 | 2.69 | 7.70 | 0.68 | 9.53 | 7.58 | 3.93 | 9.02 | 7.18 | 4.45 | 1.73 |
Data as of 10/30/2023, AR inception is 03/31/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTFOX (J Hancock II Multi-Index 2060 Preservati) |
2.20%
Sep 2019 - Sep 2022 |
3.54%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JTFOX (J Hancock II Multi-Index 2060 Preservati) |
18.09%
Dec 2018 - Dec 2021 |
13.14%
Oct 2016 - Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart