Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GOTIX (JHancock3 US Core I) | NA | 7.92% | 12.94% | -0.56% | NA | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 06/20/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GOTIX (JHancock3 US Core I) | 06/20/2006 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.92 | 12.94 | -0.56 | NA | NA | NA | … | … | 5.98 | 8.42 | 20.69 | -31.01 | 1.05 | 12.71 |
| Sharpe Ratio | NA | 0.46 | 0.69 | -0.06 | NA | NA | NA | … | … | 0.36 | 0.52 | 0.96 | -0.85 | -0.13 | 2.27 |
| Standard Deviation(%) | NA | 17.28 | 18.74 | 23.18 | NA | NA | NA | … | … | 17.60 | 16.06 | 21.49 | 37.43 | 15.32 | 9.59 |
| Draw Down(%) | NA | 14.18 | 23.33 | 49.02 | NA | NA | NA | … | … | 14.18 | 15.14 | 23.33 | 42.23 | 10.56 | 3.54 |
| Yield(%) | 0.00 | 2.25 | 1.77 | 2.02 | 1.13 | 0.76 | 0.57 | … | … | 1.21 | 1.07 | 0.90 | 0.96 | 5.34 | 1.64 |
Data as of 12/09/2011, Common starting date is 06/20/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOTIX (JHancock3 US Core I) |
-10.29%
Jun 2007 – Jun 2010 |
-1.49%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOTIX (JHancock3 US Core I) |
12.47%
Nov 2008 – Nov 2011 |
1.08%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart