Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIQVX (JHFunds2 Optimized Value 1 ) | NA | 0.94% | 11.99% | -5.10% | 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 |
|---|---|---|
| JIQVX (JHFunds2 Optimized Value 1 ) | 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 | 0.94 | 11.99 | -5.10 | NA | NA | NA | … | … | -1.46 | 13.48 | 21.95 | -41.06 | -5.13 | 21.31 | 7.11 |
| Sharpe Ratio | NA | 0.04 | 0.49 | -0.21 | NA | NA | NA | … | … | -0.07 | 0.69 | 0.77 | -0.97 | -0.48 | 1.62 | 3.30 |
| Standard Deviation(%) | NA | 23.40 | 24.38 | 27.83 | NA | NA | NA | … | … | 24.02 | 19.48 | 28.41 | 42.99 | 17.22 | 11.13 | 11.71 |
| Draw Down(%) | NA | 22.32 | 26.71 | 60.93 | NA | NA | NA | … | … | 22.32 | 16.52 | 26.71 | 51.40 | 14.98 | 9.02 | 2.03 |
| Yield(%) | 0.00 | 5.88 | 3.73 | 3.80 | 2.48 | 1.65 | 1.24 | … | … | 5.02 | 0.76 | 0.00 | 1.89 | 8.67 | 6.50 | 0.41 |
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 |
|---|---|---|---|---|
| JIQVX (JHFunds2 Optimized Value 1 ) |
-18.58%
Feb 2006 – Feb 2009 |
-5.84%
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 |
|---|---|---|---|---|
| JIQVX (JHFunds2 Optimized Value 1 ) |
11.39%
Nov 2008 – Nov 2011 |
-0.06%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart