Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JOHN HANCOCK LIFE INSURANCE COMPANY (U.S.A.) PROTECTION VARIABLE UNIVERSAL LIFE Tactical Asset Allocation Moderate | NA | 6.61% | 10.95% | 7.57% | 10.70% | NA | NA | 9.20% |
Data as of 10/31/2012, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JOHN HANCOCK LIFE INSURANCE COMPANY (U.S.A.) PROTECTION VARIABLE UNIVERSAL LIFE Tactical Asset Allocation Moderate | 12/31/2000 | 01/24/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.03 | 6.61 | 10.95 | 7.57 | 10.70 | NA | NA | 9.20 | 3.94 | 12.66 | 3.44 | 19.05 | 16.50 | -4.81 | 6.07 | 20.61 | 6.28 | 10.43 | 28.20 | -4.97 | -2.55 |
Sharpe Ratio | NA | 1.64 | 1.08 | 0.75 | 1.01 | NA | NA | 0.80 | 0.54 | 1.65 | 0.22 | 1.42 | 1.46 | -0.50 | 0.31 | 2.24 | 0.57 | 1.18 | 2.78 | -0.99 | -1.00 |
Standard Deviation(%) | NA | 7.72 | 12.41 | 12.04 | 10.51 | NA | NA | 9.85 | 7.30 | 7.62 | 15.34 | 13.34 | 11.24 | 11.53 | 9.94 | 7.73 | 7.25 | 8.01 | 9.90 | 6.12 | 4.86 |
Draw Down(%) | NA | 5.46 | 13.87 | 13.98 | 13.98 | NA | NA | 13.98 | 0.37 | 5.46 | 13.87 | 9.74 | 7.35 | 12.64 | 7.32 | 5.08 | 5.99 | 6.60 | 4.75 | 6.48 | 7.02 |
Yield(%) | NA | 6.13 | 5.20 | 4.42 | 4.62 | NA | NA | 0.00 | 0.00 | 6.36 | 3.20 | 6.10 | 1.23 | 5.43 | 3.19 | 18.11 | 1.84 | 1.08 | 0.23 | 1.41 | 1.79 |
Data as of 10/31/2012, 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 LIFE INSURANCE COMPANY (U.S.A.) PROTECTION VARIABLE UNIVERSAL LIFE Tactical Asset Allocation Moderate |
3.54%
Jun 2006 - Jun 2009 |
6.17%
Jun 2004 - Jun 2009 |
8.94%
Sep 2001 - Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JOHN HANCOCK LIFE INSURANCE COMPANY (U.S.A.) PROTECTION VARIABLE UNIVERSAL LIFE Tactical Asset Allocation Moderate |
16.49%
Apr 2009 - Apr 2012 |
14.03%
Mar 2003 - Mar 2008 |
11.47%
Dec 2002 - Dec 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart