Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Quest Information Systems 401K John Hancock Tactical Asset Allocation Moderate | NA | 21.96% | 4.34% | 9.91% | 6.97% | 8.17% | 8.98% | 9.05% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Quest Information Systems 401K John Hancock Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.63 | 21.96 | 4.34 | 9.91 | 6.97 | 8.17 | 8.98 | 9.05 | NA | 7.60 | 14.87 | -9.31 | 8.47 | 24.68 | 20.84 | -5.86 | 9.49 | 3.53 | -2.51 | 3.54 | 22.77 | 12.90 | -2.43 | 13.93 | 22.49 | -0.14 | 13.09 | 13.39 | 7.83 | 14.20 | 17.47 | 0.36 | 3.91 |
| Sharpe Ratio | NA | 0.24 | 0.04 | 0.45 | 0.44 | NA | NA | 0.71 | 0.03 | 0.09 | 1.28 | -0.83 | 0.65 | 1.24 | 2.36 | -0.65 | 1.44 | 0.35 | -0.28 | 0.40 | 2.65 | 1.46 | -0.14 | 1.18 | 2.05 | -0.18 | 0.96 | 1.17 | 0.87 | 1.64 | 1.99 | -0.11 | 0.26 |
| Standard Deviation(%) | NA | 10.93 | 10.91 | 13.56 | 11.47 | NA | NA | 10.38 | 9.63 | 10.99 | 8.28 | 12.95 | 12.99 | 19.78 | 8.23 | 11.05 | 6.14 | 9.38 | 9.20 | 8.81 | 8.58 | 8.80 | 17.51 | 11.70 | 10.91 | 5.87 | 10.52 | 8.64 | 6.48 | 8.11 | 8.44 | 6.65 | 6.04 |
| Draw Down(%) | NA | 6.79 | 14.24 | 24.02 | 24.02 | NA | NA | 24.02 | 0.80 | 6.72 | 7.00 | 14.95 | 6.94 | 24.02 | 3.41 | 16.21 | 3.18 | 8.09 | 10.61 | 6.57 | 5.09 | 7.04 | 18.64 | 10.45 | 5.36 | 5.03 | 8.42 | 10.46 | 4.62 | 6.95 | 5.22 | 7.16 | 5.59 |
| Yield(%) | NA | 6.06 | 5.41 | 5.90 | 5.72 | NA | NA | 0.00 | NA | 1.01 | 6.03 | 4.16 | 5.18 | 12.50 | 2.62 | 5.69 | 7.14 | 5.90 | 6.37 | 2.49 | 5.63 | 4.93 | 5.35 | 5.76 | 5.96 | 8.41 | 5.80 | 4.38 | 4.55 | 3.37 | 2.85 | 5.54 | 7.34 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Quest Information Systems 401K John Hancock Tactical Asset Allocation Moderate |
0.98%
Feb 2014 - Feb 2017 |
1.15%
Mar 2015 - Mar 2020 |
5.27%
Mar 2010 - Mar 2020 |
7.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Quest Information Systems 401K John Hancock Tactical Asset Allocation Moderate |
17.79%
Dec 2018 - Dec 2021 |
14.35%
Feb 2009 - Feb 2014 |
12.07%
May 2003 - May 2013 |
10.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart