Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHEMX (EMERGING MARKETS DEBT FUND CLASS R2) | NA | 16.38% | 1.90% | 1.59% | NA | NA | NA | … | … |
Data as of 11/25/2024, Common starting date is 03/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHEMX (EMERGING MARKETS DEBT FUND CLASS R2) | 03/30/2015 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.38 | 1.90 | 1.59 | NA | NA | NA | … | … | 8.94 | 11.69 | -14.85 | -2.41 | 4.25 | 14.27 | -6.30 | 13.07 | 14.56 | -6.10 |
| Sharpe Ratio | NA | 2.05 | -0.34 | -0.11 | NA | NA | NA | … | … | 0.65 | 1.13 | -1.89 | -0.63 | 0.33 | 3.04 | -1.73 | 3.42 | 1.95 | -1.40 |
| Standard Deviation(%) | NA | 4.90 | 6.85 | 7.74 | NA | NA | NA | … | … | 4.58 | 6.64 | 8.61 | 3.87 | 12.07 | 4.23 | 4.42 | 3.66 | 7.35 | 5.67 |
| Draw Down(%) | NA | 3.27 | 23.98 | 26.74 | NA | NA | NA | … | … | 3.27 | 7.82 | 23.98 | 5.86 | 23.18 | 2.91 | 9.16 | 2.01 | 7.43 | 10.44 |
| Yield(%) | 0.00 | 5.81 | 4.71 | 4.14 | 4.43 | 2.95 | 2.21 | … | … | 4.60 | 5.78 | 4.64 | 3.86 | 3.62 | 4.55 | 4.39 | 5.50 | 6.96 | 3.44 |
Data as of 11/25/2024, Common starting date is 03/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHEMX (EMERGING MARKETS DEBT FUND CLASS R2) |
-6.66%
Oct 2019 – Oct 2022 |
-3.05%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHEMX (EMERGING MARKETS DEBT FUND CLASS R2) |
8.57%
Jan 2016 – Jan 2019 |
7.65%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
