Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Tactical Asset Allocation Moderate | NA | 18.24% | 6.38% | 5.03% | 7.41% | 8.91% | NA | 9.56% |
Data as of 12/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 18.24 | 6.38 | 5.03 | 7.41 | 8.91 | NA | 9.56 | -1.99 | 18.24 | -7.44 | 10.48 | 3.80 | 1.85 | 4.98 | 16.55 | 13.93 | 2.31 | 12.11 | 17.76 | -2.75 | 16.65 | 18.63 | 11.06 | 17.46 | 24.28 | 5.84 | 1.93 |
| Sharpe Ratio | NA | 0.88 | 0.45 | 0.36 | 0.68 | NA | NA | 0.93 | -0.18 | 2.43 | -0.83 | 1.79 | 0.41 | 0.18 | 0.59 | 2.05 | 1.68 | 0.15 | 1.06 | 1.66 | -0.45 | 1.25 | 1.91 | 1.38 | 1.84 | 4.04 | 0.80 | -0.06 |
| Standard Deviation(%) | NA | 7.93 | 8.31 | 8.76 | 9.70 | NA | NA | 9.02 | 12.20 | 6.92 | 10.60 | 5.51 | 8.70 | 10.07 | 8.46 | 8.05 | 8.28 | 15.43 | 11.39 | 10.66 | 8.19 | 10.92 | 8.06 | 6.44 | 8.96 | 5.84 | 5.92 | 6.29 |
| Draw Down(%) | NA | 7.36 | 16.44 | 16.44 | 16.44 | NA | NA | 16.44 | 7.36 | 2.95 | 16.44 | 3.45 | 8.19 | 10.08 | 6.14 | 7.51 | 6.09 | 13.89 | 8.61 | 5.25 | 8.72 | 8.75 | 7.50 | 4.39 | 9.20 | 4.73 | 4.60 | 7.28 |
| Yield(%) | NA | 4.21 | 3.98 | 4.49 | 4.35 | NA | NA | 0.00 | 0.15 | 4.52 | 4.76 | 3.06 | 2.90 | 7.90 | 4.81 | 6.58 | 3.63 | 2.00 | 4.56 | 2.27 | 3.25 | 8.14 | 10.10 | 3.96 | 5.14 | 5.95 | 4.81 | 8.66 |
Data as of 12/31/2019, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Tactical Asset Allocation Moderate |
2.01%
Dec 2015 - Dec 2018 |
2.56%
Dec 2013 - Dec 2018 |
7.05%
Feb 2010 - Feb 2020 |
8.44%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Tactical Asset Allocation Moderate |
19.95%
Apr 2003 - Apr 2006 |
18.79%
Oct 2002 - Oct 2007 |
13.48%
Apr 2003 - Apr 2013 |
11.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart