Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GoEngineer John Hancock 401K Tactical Asset Allocation Moderate | NA | 18.08% | 0.45% | 4.04% | 3.10% | 5.22% | 6.39% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GoEngineer John Hancock 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.23 | 18.08 | 0.45 | 4.04 | 3.10 | 5.22 | 6.39 | … | … | 0.78 | 0.81 | 9.69 | -16.36 | 13.72 | 12.52 | 2.49 | -3.25 | 10.70 | 5.82 | -7.25 | 1.35 | 13.39 | 11.76 | 5.10 | 13.05 | 29.61 | -6.49 | 12.89 | 12.69 | 3.03 | 10.28 | 18.88 | 6.56 | 5.99 |
| Sharpe Ratio | NA | -0.36 | -0.55 | 0.10 | 0.10 | NA | NA | … | … | 0.09 | -0.54 | 0.70 | -1.81 | 1.27 | 1.19 | 0.15 | -0.60 | 1.71 | 0.97 | -1.10 | 0.20 | 1.92 | 2.17 | 0.56 | 0.94 | 2.90 | -1.13 | 0.80 | 0.97 | 0.16 | 1.31 | 2.82 | 1.19 | 0.84 |
| Standard Deviation(%) | NA | 10.56 | 9.47 | 9.94 | 8.45 | NA | NA | … | … | 7.97 | 10.67 | 7.80 | 9.81 | 10.76 | 10.30 | 7.04 | 7.65 | 5.87 | 5.80 | 6.61 | 6.54 | 6.97 | 5.40 | 9.14 | 13.78 | 10.17 | 6.57 | 12.37 | 9.72 | 5.38 | 7.15 | 6.45 | 4.58 | 4.40 |
| Draw Down(%) | NA | 9.32 | 16.51 | 18.99 | 18.99 | NA | NA | … | … | 0.63 | 9.32 | 6.11 | 16.73 | 6.57 | 11.68 | 4.01 | 11.14 | 4.29 | 5.69 | 10.40 | 8.03 | 5.51 | 3.64 | 7.11 | 10.79 | 5.05 | 12.13 | 10.28 | 13.19 | 3.51 | 6.22 | 4.45 | 2.99 | 3.54 |
| Yield(%) | NA | 4.89 | 5.44 | 5.12 | 4.62 | NA | NA | … | … | NA | 0.73 | 4.59 | 2.05 | 9.25 | 7.04 | 2.25 | 2.36 | 0.48 | 4.14 | 7.09 | 6.57 | 1.92 | 3.33 | 3.49 | 2.08 | 3.90 | 3.45 | 4.86 | 16.69 | 2.20 | 5.17 | 3.08 | 5.63 | 7.72 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GoEngineer John Hancock 401K Tactical Asset Allocation Moderate |
-2.57%
Dec 2021 – Dec 2024 |
0.31%
Jan 2018 – Jan 2023 |
1.71%
Oct 2013 – Oct 2023 |
4.54%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GoEngineer John Hancock 401K Tactical Asset Allocation Moderate |
17.59%
Feb 2009 – Feb 2012 |
15.06%
Feb 2009 – Feb 2014 |
11.02%
Apr 2001 – Apr 2011 |
9.03%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart