Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDJIX (JHancock Diversified Macro Fund Class I) | 8.65% | 5.82% | 1.03% | 2.64% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 07/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDJIX (JHancock Diversified Macro Fund Class I) | 07/30/2019 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.16 | 5.82 | 1.03 | 2.64 | NA | NA | NA | … | … | 8.65 | -7.67 | 2.59 | 2.77 | 12.26 | -2.19 | -2.24 | 1.56 |
| Sharpe Ratio | NA | 0.73 | -0.21 | 0.04 | NA | NA | NA | … | … | 2.89 | -1.31 | -0.11 | -0.10 | 1.15 | -0.23 | -0.24 | 0.27 |
| Standard Deviation(%) | NA | 6.96 | 8.33 | 8.92 | NA | NA | NA | … | … | 7.62 | 8.10 | 9.26 | 8.66 | 9.48 | 9.49 | 10.33 | 9.23 |
| Draw Down(%) | NA | 5.72 | 19.58 | 19.58 | NA | NA | NA | … | … | 3.02 | 11.78 | 14.48 | 7.95 | 9.12 | 5.82 | 13.54 | 4.02 |
| Yield(%) | 0.00 | 0.30 | 1.52 | 3.63 | 2.30 | 1.53 | 1.15 | … | … | 0.00 | 0.29 | 0.44 | 3.90 | 11.36 | 3.27 | 2.00 | 3.71 |
Data as of 06/09/2026, Common starting date is 07/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJIX (JHancock Diversified Macro Fund Class I) |
-2.52%
Oct 2022 – Oct 2025 |
1.34%
Dec 2020 – Dec 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDJIX (JHancock Diversified Macro Fund Class I) |
9.30%
Mar 2021 – Mar 2024 |
4.80%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart