Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JICVX (JHFunds2 All Cap Value 1) | NA | 0.00% | 14.10% | 11.17% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JICVX (JHFunds2 All Cap Value 1) | 10/19/2005 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 14.10 | 11.17 | NA | NA | NA | … | … | 0.00 | 28.82 | 10.66 | -4.11 | 19.21 | 25.90 | -29.56 | 8.72 | 13.86 | 5.86 |
| Sharpe Ratio | NA | 0.00 | 1.09 | 0.64 | NA | NA | NA | … | … | 0.00 | 2.48 | 0.73 | -0.16 | 0.93 | 0.90 | -0.84 | 0.28 | 0.99 | 3.01 |
| Standard Deviation(%) | NA | 0.65 | 12.14 | 17.24 | NA | NA | NA | … | … | NA | 11.62 | 14.60 | 26.59 | 20.51 | 28.55 | 36.04 | 19.90 | 10.57 | 10.13 |
| Draw Down(%) | NA | 0.00 | 13.43 | 25.00 | NA | NA | NA | … | … | 0.00 | 5.64 | 13.43 | 25.00 | 17.20 | 23.68 | 43.20 | 15.39 | 9.61 | 1.58 |
| Yield(%) | 0.00 | 0.00 | 9.54 | 7.48 | 7.31 | 4.88 | 3.66 | … | … | 0.00 | 18.63 | 0.91 | 6.74 | 5.72 | 0.36 | 2.17 | 35.09 | 3.64 | 0.17 |
Data as of 11/20/2014, 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 |
|---|---|---|---|---|
| JICVX (JHFunds2 All Cap Value 1) |
-11.13%
Feb 2006 – Feb 2009 |
0.27%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JICVX (JHFunds2 All Cap Value 1) |
22.63%
Feb 2009 – Feb 2012 |
19.07%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart