Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Tactical Asset Allocation Moderate | NA | 23.67% | 2.94% | 5.11% | 2.37% | 4.49% | 6.64% | 6.64% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.98 | 23.67 | 2.94 | 5.11 | 2.37 | 4.49 | 6.64 | 6.64 | NA | 10.50 | 12.60 | -15.86 | 12.50 | 8.62 | 3.73 | -6.05 | 5.69 | 2.94 | -8.29 | 0.28 | 12.97 | 10.83 | 1.66 | 15.36 | 31.38 | -3.37 | 7.81 | 20.50 | 10.69 | 14.79 | 13.71 | -2.93 | 2.31 |
| Sharpe Ratio | NA | 0.49 | -0.19 | 0.23 | 0.05 | NA | NA | 0.53 | -0.06 | 0.48 | 0.90 | -1.24 | 1.14 | 0.77 | 0.41 | -0.98 | 0.72 | 0.47 | -1.17 | 0.04 | 1.88 | 2.03 | 0.10 | 1.10 | 2.80 | -0.27 | 0.50 | 2.28 | 1.34 | 1.55 | 1.89 | -0.81 | 0.01 |
| Standard Deviation(%) | NA | 8.06 | 10.71 | 10.82 | 8.98 | NA | NA | 9.44 | 8.39 | 8.11 | 9.28 | 13.85 | 10.96 | 10.95 | 5.67 | 7.50 | 7.00 | 5.86 | 7.11 | 6.69 | 6.87 | 5.31 | 16.99 | 13.93 | 11.18 | 16.13 | 9.70 | 7.57 | 6.35 | 8.93 | 6.89 | 4.98 | 0.05 |
| Draw Down(%) | NA | 4.84 | 18.46 | 19.84 | 21.92 | NA | NA | 21.92 | 0.90 | 4.56 | 7.92 | 19.84 | 5.74 | 16.38 | 2.71 | 13.04 | 5.23 | 6.53 | 11.88 | 7.11 | 5.85 | 4.86 | 11.69 | 10.32 | 5.24 | 9.77 | 8.08 | 5.40 | 4.61 | 7.48 | 2.66 | 6.00 | 0.00 |
| Yield(%) | NA | 4.49 | 6.23 | 5.75 | 4.38 | NA | NA | 4.09 | NA | 0.51 | 4.83 | 6.21 | 6.72 | 7.68 | 1.61 | 3.53 | 0.00 | 1.29 | 5.47 | 4.90 | 3.52 | 2.87 | 6.21 | 6.08 | 3.63 | 2.85 | 5.29 | 12.72 | 1.52 | 2.94 | 0.43 | 0.91 | 2.31 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Tactical Asset Allocation Moderate |
-4.04%
Apr 2017 - Apr 2020 |
-2.79%
Mar 2015 - Mar 2020 |
0.45%
Oct 2013 - Oct 2023 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Tactical Asset Allocation Moderate |
18.20%
Mar 2009 - Mar 2012 |
15.30%
Apr 2005 - Apr 2010 |
12.43%
Apr 2003 - Apr 2013 |
9.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart