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 Strategic Asset Allocation – Optimal Moderate | NA | -8.94% | 4.47% | 4.44% | 5.10% | 4.00% | 6.13% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GoEngineer John Hancock 401K Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.74 | -8.94 | 4.47 | 4.44 | 5.10 | 4.00 | 6.13 | … | … | -15.31 | 6.27 | 15.49 | 15.73 | -7.01 | 8.60 | 3.98 | 0.26 | 4.63 | 11.67 | 12.51 | -1.65 | 14.24 | 26.77 | -29.51 | 6.41 | 13.85 | 10.15 | 14.45 | 26.81 | -1.44 | 6.90 |
| Sharpe Ratio | NA | -1.35 | 0.08 | 0.16 | 0.43 | NA | NA | … | … | -1.19 | 0.66 | 0.77 | 1.83 | -0.86 | 1.49 | 0.44 | 0.03 | 0.71 | 1.66 | 1.73 | -0.11 | 1.31 | 1.44 | -1.27 | 0.34 | 1.37 | 1.26 | 2.10 | 3.61 | -0.30 | 0.67 |
| Standard Deviation(%) | NA | 10.70 | 14.17 | 12.18 | 10.05 | NA | NA | … | … | 13.04 | 9.46 | 19.73 | 7.82 | 9.63 | 5.36 | 8.55 | 8.67 | 6.48 | 7.01 | 7.22 | 14.77 | 10.82 | 18.55 | 24.00 | 10.15 | 7.74 | 6.33 | 6.45 | 7.24 | 8.61 | 6.82 |
| Draw Down(%) | NA | 16.21 | 24.43 | 24.43 | 24.43 | NA | NA | … | … | 16.21 | 6.19 | 24.43 | 3.97 | 14.02 | 3.51 | 8.71 | 8.72 | 5.57 | 7.38 | 6.23 | 15.21 | 8.20 | 16.55 | 37.87 | 7.63 | 8.99 | 4.31 | 5.84 | 4.99 | 12.21 | 8.36 |
| Yield(%) | NA | 7.29 | 5.72 | 4.63 | 4.69 | NA | NA | … | … | 1.37 | 6.76 | 7.50 | 2.55 | 5.58 | 0.33 | 4.70 | 5.47 | 5.80 | 4.08 | 4.53 | 3.97 | 3.00 | 2.77 | 2.38 | 5.85 | 6.78 | 4.24 | 3.79 | 2.73 | 3.02 | 5.56 |
Data as of 04/29/2022, 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 Strategic Asset Allocation – Optimal Moderate |
-9.81%
Feb 2006 – Feb 2009 |
-1.53%
Feb 2004 – Feb 2009 |
3.63%
May 2007 – May 2017 |
3.47%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GoEngineer John Hancock 401K Strategic Asset Allocation – Optimal Moderate |
19.50%
Feb 2009 – Feb 2012 |
15.67%
Oct 2002 – Oct 2007 |
9.23%
Feb 2009 – Feb 2019 |
7.72%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart