Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JICZX (JHFunds2 Large Cap Value 1 ) | NA | 15.49% | -6.00% | -1.19% | NA | NA | NA | … | … |
Data as of 05/18/2011, Common starting date is 10/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JICZX (JHFunds2 Large Cap Value 1 ) | 10/19/2005 | 05/18/2011 |
| 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 | 15.49 | -6.00 | -1.19 | NA | NA | NA | … | … | 5.37 | 9.86 | 10.16 | -36.66 | 4.03 | 16.61 | 5.65 |
| Sharpe Ratio | NA | 0.84 | -0.12 | -0.05 | NA | NA | NA | … | … | 1.34 | 0.48 | 0.18 | -0.88 | 0.06 | 1.08 | 2.26 |
| Standard Deviation(%) | NA | 18.31 | 49.78 | 53.15 | NA | NA | NA | … | … | 11.10 | 20.48 | 54.51 | 42.41 | 17.35 | 12.37 | 12.97 |
| Draw Down(%) | NA | 11.42 | 52.30 | 57.05 | NA | NA | NA | … | … | 5.83 | 18.09 | 32.98 | 50.12 | 12.71 | 10.65 | 2.59 |
| Yield(%) | 0.00 | 1.25 | 0.99 | 1.55 | 0.87 | 0.58 | 0.44 | … | … | 0.00 | 1.23 | 1.47 | 1.11 | 3.52 | 0.63 | 0.22 |
Data as of 05/18/2011, 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 |
|---|---|---|---|---|
| JICZX (JHFunds2 Large Cap Value 1 ) |
-15.35%
Jun 2007 – Jun 2010 |
-2.53%
Nov 2005 – Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JICZX (JHFunds2 Large Cap Value 1 ) |
-3.15%
Mar 2008 – Mar 2011 |
-1.03%
Feb 2006 – Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart