Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate | NA | 1.70% | 6.73% | 5.00% | 9.07% | 7.88% | NA | 9.90% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.25 | 1.70 | 6.73 | 5.00 | 9.07 | 7.88 | NA | 9.90 | -3.28 | 12.47 | 9.27 | -2.69 | 5.47 | 12.42 | 13.72 | 1.46 | 9.10 | 26.42 | -3.85 | 4.48 | 10.66 | 2.22 | 15.07 | 32.06 | 18.00 | 8.65 |
| Sharpe Ratio | NA | -0.50 | 0.72 | 0.50 | 0.85 | NA | NA | 0.94 | -0.50 | 2.36 | 1.31 | -0.37 | 0.75 | 1.60 | 1.71 | 0.09 | 0.82 | 2.63 | -0.49 | 0.14 | 0.92 | 0.01 | 1.70 | 3.84 | 2.44 | 1.17 |
| Standard Deviation(%) | NA | 9.23 | 7.26 | 7.25 | 9.22 | NA | NA | 8.73 | 9.23 | 5.01 | 6.90 | 7.25 | 7.24 | 7.76 | 7.98 | 15.61 | 10.93 | 10.00 | 9.77 | 10.19 | 7.99 | 6.70 | 8.32 | 8.16 | 6.94 | 5.43 |
| Draw Down(%) | NA | 10.89 | 10.89 | 10.89 | 14.11 | NA | NA | 14.11 | 10.89 | 2.22 | 5.67 | 7.50 | 5.85 | 7.77 | 6.09 | 14.11 | 9.62 | 5.05 | 12.91 | 7.41 | 9.38 | 5.41 | 7.55 | 5.31 | 3.34 | 4.10 |
| Yield(%) | NA | 2.46 | 4.57 | 4.10 | 4.23 | NA | NA | 5.22 | 2.44 | 5.41 | 5.82 | 1.75 | 5.09 | 3.68 | 4.49 | 1.84 | 4.94 | 6.22 | 8.46 | 8.21 | 5.68 | 3.52 | 6.76 | 6.15 | 4.68 | 8.82 |
Data as of 10/31/2018, 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 Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate |
2.34%
Apr 2006 - Apr 2009 |
4.69%
Apr 2011 - Apr 2016 |
6.98%
Apr 2006 - Apr 2016 |
7.81%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| John Hancock Venture Vantage Variable Annuities Plan Asset Allocation Composite Moderate |
21.49%
Dec 2001 - Dec 2004 |
16.02%
Apr 2001 - Apr 2006 |
12.62%
Apr 2001 - Apr 2011 |
9.98%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart