Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHUMX | NA | -16.74% | 1.34% | 0.55% | NA | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 11/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHUMX | 11/03/2005 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.55 | -16.74 | 1.34 | 0.55 | NA | NA | NA | … | … | -11.55 | 3.12 | 7.79 | 8.32 | 19.78 | -27.22 | 2.26 | 7.63 | 2.62 |
| Sharpe Ratio | NA | -1.27 | 0.08 | 0.02 | NA | NA | NA | … | … | -1.62 | 0.51 | 0.41 | 0.54 | 0.98 | -0.79 | -0.06 | 0.40 | 2.01 |
| Standard Deviation(%) | NA | 13.19 | 15.69 | 21.67 | NA | NA | NA | … | … | 25.58 | 6.00 | 18.92 | 15.21 | 20.16 | 35.52 | 15.17 | 10.62 | 7.65 |
| Draw Down(%) | NA | 17.25 | 17.25 | 38.96 | NA | NA | NA | … | … | 11.55 | 6.71 | 14.11 | 14.76 | 22.48 | 38.14 | 10.04 | 9.53 | 1.71 |
| Yield(%) | 0.00 | 0.00 | 0.87 | 1.16 | 1.20 | 0.80 | 0.60 | … | … | 0.00 | 0.00 | 1.23 | 1.31 | 1.49 | 1.92 | 4.47 | 1.42 | 0.15 |
Data as of 03/26/2013, Common starting date is 11/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHUMX (JHUMX) |
-13.00%
Feb 2006 – Feb 2009 |
-0.30%
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 |
|---|---|---|---|---|
| JHUMX (JHUMX) |
20.54%
Feb 2009 – Feb 2012 |
3.01%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart