Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Quest Information Systems 401K John Hancock Strategic Asset Allocation - Optimal Moderate | NA | 24.20% | 4.31% | 6.30% | 6.15% | 7.58% | 6.93% | 7.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Quest Information Systems 401K John Hancock Strategic Asset Allocation - Optimal 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 (%) | -1.14 | 24.20 | 4.31 | 6.30 | 6.15 | 7.58 | 6.93 | 7.55 | NA | 9.34 | 14.93 | -12.08 | 6.03 | 13.05 | 18.64 | -4.65 | 7.32 | 6.89 | 1.86 | 8.09 | 16.31 | 13.22 | -3.41 | 15.71 | 27.13 | -23.67 | 9.87 | 9.51 | 8.90 | 13.91 | 26.17 | -3.86 | 7.34 |
| Sharpe Ratio | NA | 0.42 | -0.03 | 0.26 | 0.38 | NA | NA | 0.51 | 0.05 | 0.31 | 1.20 | -0.93 | 0.57 | 0.65 | 2.25 | -0.57 | 1.20 | 0.76 | 0.20 | 1.07 | 2.24 | 1.82 | -0.19 | 1.17 | 1.41 | -1.18 | 0.79 | 0.89 | 1.08 | 1.65 | 3.00 | -0.47 | 0.57 |
| Standard Deviation(%) | NA | 8.76 | 11.03 | 13.18 | 11.06 | NA | NA | 11.50 | 7.76 | 8.79 | 8.88 | 14.45 | 10.59 | 19.74 | 7.64 | 10.49 | 5.57 | 8.78 | 9.08 | 7.55 | 7.26 | 7.25 | 17.77 | 13.40 | 19.17 | 20.86 | 8.73 | 7.03 | 6.21 | 7.87 | 8.50 | 10.50 | 8.79 |
| Draw Down(%) | NA | 5.57 | 18.62 | 25.10 | 25.54 | NA | NA | 39.25 | 0.65 | 5.56 | 8.25 | 19.05 | 5.83 | 25.10 | 3.28 | 12.54 | 2.53 | 10.33 | 8.43 | 5.73 | 6.02 | 5.74 | 19.49 | 11.62 | 20.93 | 35.23 | 5.39 | 7.68 | 3.84 | 6.83 | 7.44 | 17.82 | 9.94 |
| Yield(%) | NA | 6.43 | 4.35 | 5.45 | 5.89 | NA | NA | 5.37 | NA | 0.11 | 6.61 | 1.79 | 4.93 | 8.94 | 4.95 | 7.53 | 0.09 | 4.43 | 8.41 | 11.39 | 7.74 | 4.33 | 4.87 | 4.60 | 5.22 | 4.63 | 5.99 | 4.35 | 3.99 | 3.21 | 2.84 | 4.26 | 8.36 |
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 |
|---|---|---|---|---|
| Quest Information Systems 401K John Hancock Strategic Asset Allocation - Optimal Moderate |
-8.15%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
4.81%
Oct 2013 - Oct 2023 |
4.75%
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 Strategic Asset Allocation - Optimal Moderate |
20.96%
Feb 2009 - Feb 2012 |
17.18%
Feb 2009 - Feb 2014 |
11.19%
Feb 2009 - Feb 2019 |
9.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart