Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GOTRX (JHancock3 US Core R1) | NA | 7.87% | 12.34% | -1.07% | 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 |
|---|---|---|
| GOTRX (JHancock3 US Core R1) | 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 | 7.87 | 12.34 | -1.07 | NA | NA | NA | … | … | 5.93 | 7.62 | 19.88 | -31.41 | 0.54 | 12.25 |
| Sharpe Ratio | NA | 0.45 | 0.65 | -0.08 | NA | NA | NA | … | … | 0.35 | 0.47 | 0.92 | -0.86 | -0.16 | 2.18 |
| Standard Deviation(%) | NA | 17.47 | 18.80 | 23.23 | NA | NA | NA | … | … | 17.81 | 16.05 | 21.48 | 37.41 | 15.36 | 9.56 |
| Draw Down(%) | NA | 14.25 | 23.42 | 49.39 | NA | NA | NA | … | … | 14.25 | 15.24 | 23.42 | 42.50 | 10.67 | 3.59 |
| Yield(%) | 0.00 | 0.87 | 0.65 | 1.45 | 0.81 | 0.54 | 0.41 | … | … | 0.59 | 0.28 | 0.03 | 0.53 | 4.83 | 1.38 |
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 |
|---|---|---|---|---|
| GOTRX (JHancock3 US Core R1) |
-10.83%
Jun 2007 – Jun 2010 |
-2.14%
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 |
|---|---|---|---|---|
| GOTRX (JHancock3 US Core R1) |
11.87%
Nov 2008 – Nov 2011 |
0.42%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart