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 Strategic Asset Allocation - Optimal Moderate | NA | 8.46% | 4.13% | 3.63% | 6.15% | 5.58% | NA | 5.79% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | 8.46 | 4.13 | 3.63 | 6.15 | 5.58 | NA | 5.79 | 13.84 | -7.17 | 6.32 | 9.10 | -0.22 | 1.71 | 9.87 | 13.41 | -1.66 | 15.80 | 25.16 | -26.18 | 8.13 | 12.11 | 10.86 | 6.37 | 16.19 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 1.85 | 0.36 | 0.41 | 0.60 | NA | NA | 0.43 | 1.85 | -0.93 | 0.79 | 1.00 | -0.03 | 0.27 | 1.42 | 2.02 | -0.12 | 1.29 | 1.29 | -1.02 | 0.55 | 1.15 | 1.50 | 0.77 | 1.70 | 1.18 | 0.01 |
| Standard Deviation(%) | NA | 6.71 | 7.76 | 8.30 | 9.12 | NA | NA | 10.84 | 6.71 | 9.15 | 7.19 | 8.91 | 9.19 | 6.30 | 6.93 | 6.61 | 14.44 | 12.19 | 19.48 | 26.49 | 9.23 | 7.66 | 5.81 | 7.02 | 9.12 | 0.01 | 0.05 |
| Draw Down(%) | NA | 3.69 | 14.37 | 14.37 | 15.08 | NA | NA | 42.53 | 3.69 | 13.68 | 5.73 | 7.80 | 9.39 | 5.67 | 7.58 | 5.38 | 15.08 | 9.77 | 20.47 | 39.43 | 6.98 | 6.96 | 4.33 | 5.92 | 3.46 | 0.00 | 0.00 |
| Yield(%) | NA | 1.87 | 2.06 | 4.32 | 4.38 | NA | NA | 3.57 | 1.87 | 4.28 | 0.01 | 7.67 | 7.90 | 4.56 | 4.15 | 3.49 | 4.42 | 5.45 | 2.75 | 5.81 | 6.54 | 2.60 | 1.11 | 1.47 | 0.33 | 1.11 | 2.31 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
-9.45%
Feb 2006 - Feb 2009 |
-2.43%
Feb 2004 - Feb 2009 |
4.05%
Feb 2006 - Feb 2016 |
4.90%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE INVESTMENT INCENTIVE PLAN FOR JOHN HANCOCK EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
21.11%
Feb 2009 - Feb 2012 |
16.03%
Feb 2009 - Feb 2014 |
9.33%
Feb 2009 - Feb 2019 |
6.80%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart