Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JTLOX (J Hancock II Multimgr 2060 Lifetime Port) | NA | -9.07% | 0.49% | NA | NA | NA | NA | 7.34% |
Data as of 12/17/2020, AR inception is 03/31/2016
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JTLOX (J Hancock II Multimgr 2060 Lifetime Port) | 03/31/2016 | 12/17/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -9.07 | 0.49 | NA | NA | NA | NA | 7.34 | -9.99 | 17.14 | -15.39 | 20.83 | 8.43 |
Sharpe Ratio | NA | -0.27 | -0.01 | NA | NA | NA | NA | 0.29 | -0.30 | 1.30 | -1.10 | 3.24 | 0.98 |
Standard Deviation(%) | NA | 34.90 | 22.54 | NA | NA | NA | NA | 18.75 | 35.54 | 12.41 | 15.16 | 6.27 | 11.24 |
Draw Down(%) | NA | 32.12 | 32.12 | NA | NA | NA | NA | 32.12 | 32.12 | 6.39 | 21.32 | 1.98 | 6.56 |
Yield(%) | 0.00 | 5.76 | 5.18 | 4.26 | 2.13 | 1.42 | 1.06 | 5.32 | 0.00 | 7.08 | 5.93 | 4.81 | 1.21 |
Data as of 12/17/2020, 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 |
---|---|---|---|---|
JTLOX (J Hancock II Multimgr 2060 Lifetime Port) |
0.59%
Mar 2017 - Mar 2020 |
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 |
---|---|---|---|---|
JTLOX (J Hancock II Multimgr 2060 Lifetime Port) |
10.80%
Dec 2016 - Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart