Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate | NA | 12.84% | 6.46% | 4.36% | 6.73% | 5.77% | NA | 6.80% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| John Hancock Trustees of ELV Associates 401k 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 (%) | 0.86 | 12.84 | 6.46 | 4.36 | 6.73 | 5.77 | NA | 6.80 | 19.74 | -6.42 | 9.79 | 5.11 | -0.57 | 4.62 | 11.79 | 12.18 | -1.65 | 14.37 | 26.11 | -28.23 | 6.86 | 11.96 | 9.70 | 14.53 | 23.25 | -0.48 | 6.46 |
| Sharpe Ratio | NA | 2.62 | 0.83 | 0.58 | 0.72 | NA | NA | 0.54 | 2.62 | -0.83 | 1.98 | 0.62 | -0.07 | 0.74 | 1.71 | 1.80 | -0.12 | 1.30 | 1.33 | -1.26 | 0.40 | 1.22 | 1.46 | 1.97 | 2.83 | -0.16 | 0.56 |
| Standard Deviation(%) | NA | 7.00 | 7.27 | 7.62 | 8.69 | NA | NA | 10.54 | 7.00 | 9.33 | 4.62 | 7.92 | 8.34 | 6.22 | 6.87 | 6.75 | 14.61 | 11.00 | 19.53 | 23.22 | 9.52 | 7.11 | 5.17 | 6.90 | 7.97 | 9.64 | 7.45 |
| Draw Down(%) | NA | 3.58 | 13.45 | 13.45 | 15.12 | NA | NA | 43.36 | 3.58 | 13.45 | 2.77 | 7.84 | 8.97 | 5.31 | 7.35 | 5.47 | 15.12 | 7.99 | 18.66 | 37.20 | 6.91 | 8.14 | 4.13 | 6.23 | 6.22 | 14.10 | 9.42 |
| Yield(%) | NA | 4.79 | 3.45 | 3.74 | 3.99 | NA | NA | 4.39 | 4.80 | 5.07 | 0.33 | 3.78 | 4.68 | 5.94 | 3.88 | 4.69 | 3.35 | 3.19 | 3.03 | 3.57 | 7.76 | 7.35 | 6.76 | 4.71 | 3.20 | 2.78 | 4.53 |
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 |
|---|---|---|---|---|
| John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate |
-10.20%
Feb 2006 - Feb 2009 |
-1.94%
Feb 2004 - Feb 2009 |
3.90%
May 2007 - May 2017 |
5.25%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| John Hancock Trustees of ELV Associates 401k Strategic Asset Allocation - Optimal Moderate |
19.61%
Feb 2009 - Feb 2012 |
15.77%
Feb 2009 - Feb 2014 |
9.59%
Feb 2009 - Feb 2019 |
7.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart