Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEGLX (JHT Global Allocation Trust Ser I) | NA | 25.30% | -3.86% | NA | NA | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 02/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEGLX (JHT Global Allocation Trust Ser I) | 02/17/2006 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.30 | -3.86 | NA | NA | NA | NA | … | … | 0.00 | 28.61 | -34.32 | 4.64 | 9.96 |
| Sharpe Ratio | NA | 1.02 | -0.20 | NA | NA | NA | NA | … | … | 0.00 | 1.16 | -0.98 | 0.16 | 1.14 |
| Standard Deviation(%) | NA | 24.60 | 26.04 | NA | NA | NA | NA | … | … | NA | 24.66 | 35.76 | 9.97 | 7.25 |
| Draw Down(%) | NA | 26.20 | 51.51 | NA | NA | NA | NA | … | … | 0.00 | 26.20 | 45.98 | 6.28 | 6.55 |
| Yield(%) | 0.00 | 0.01 | 7.09 | 4.65 | 2.33 | 1.55 | 1.16 | … | … | 0.00 | 0.01 | 4.74 | 17.06 | 0.00 |
Data as of 01/05/2010, Common starting date is 02/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEGLX (JHT Global Allocation Trust Ser I) |
-12.57%
Mar 2006 – Mar 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEGLX (JHT Global Allocation Trust Ser I) |
-2.93%
Sep 2006 – Sep 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart