Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JADOX (JHFunds2 Core Diversified Gr & Inc 1) | NA | 2.24% | 11.33% | 8.08% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 07/03/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JADOX (JHFunds2 Core Diversified Gr & Inc 1) | 07/03/2008 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.24 | 11.33 | 8.08 | NA | NA | NA | … | … | -0.44 | 19.23 | 12.20 | 1.18 | 10.88 | 24.07 | -26.52 |
| Sharpe Ratio | NA | 0.46 | 1.38 | 0.77 | NA | NA | NA | … | … | -0.11 | 2.47 | 1.40 | 0.08 | 0.89 | 1.35 | -1.29 |
| Standard Deviation(%) | NA | 4.85 | 7.82 | 10.45 | NA | NA | NA | … | … | 4.69 | 7.78 | 8.75 | 15.06 | 12.17 | 17.82 | 36.31 |
| Draw Down(%) | NA | 3.68 | 6.90 | 12.64 | NA | NA | NA | … | … | 3.68 | 4.81 | 6.90 | 12.64 | 9.50 | 18.60 | 35.80 |
| Yield(%) | 0.00 | 2.16 | 4.30 | 3.71 | 1.71 | 1.14 | 0.86 | … | … | 0.00 | 2.46 | 7.47 | 2.54 | 5.46 | 0.00 | 0.00 |
Data as of 11/20/2014, Common starting date is 07/03/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JADOX (JHFunds2 Core Diversified Gr & Inc 1) |
0.52%
Aug 2008 – Aug 2011 |
4.69%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JADOX (JHFunds2 Core Diversified Gr & Inc 1) |
18.99%
Feb 2009 – Feb 2012 |
16.47%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart