Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHQVX (JHFunds2 Optimized Value NAV ) | NA | 1.09% | 12.03% | -5.06% | NA | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHQVX (JHFunds2 Optimized Value NAV ) | 10/19/2005 | 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 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.09 | 12.03 | -5.06 | NA | NA | NA | … | … | -1.37 | 13.43 | 22.07 | -41.06 | -5.07 | 21.38 | 7.12 |
| Sharpe Ratio | NA | 0.04 | 0.49 | -0.21 | NA | NA | NA | … | … | -0.06 | 0.69 | 0.77 | -0.97 | -0.47 | 1.63 | 3.31 |
| Standard Deviation(%) | NA | 23.91 | 24.63 | 28.32 | NA | NA | NA | … | … | 24.34 | 19.47 | 28.36 | 43.06 | 17.29 | 11.15 | 11.72 |
| Draw Down(%) | NA | 22.30 | 26.80 | 60.90 | NA | NA | NA | … | … | 22.30 | 16.59 | 26.80 | 51.44 | 14.97 | 8.96 | 2.03 |
| Yield(%) | 0.00 | 5.93 | 3.78 | 3.82 | 2.49 | 1.66 | 1.25 | … | … | 5.02 | 0.82 | 0.00 | 1.92 | 8.71 | 6.51 | 0.42 |
Data as of 12/09/2011, Common starting date is 10/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHQVX (JHFunds2 Optimized Value NAV ) |
-18.55%
Feb 2006 – Feb 2009 |
-5.81%
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 |
|---|---|---|---|---|
| JHQVX (JHFunds2 Optimized Value NAV ) |
11.43%
Nov 2008 – Nov 2011 |
-0.02%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart