Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate | NA | -2.46% | 4.14% | 3.85% | 7.57% | 6.31% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.22 | -2.46 | 4.14 | 3.85 | 7.57 | 6.31 | NA | … | … | -5.86 | 13.97 | 5.53 | -0.44 | 3.75 | 12.21 | 12.45 | -3.22 | 14.82 | 25.45 | -25.21 | 4.21 | 12.40 | 10.23 | 16.27 | 23.46 | -0.37 | 6.04 |
| Sharpe Ratio | NA | -0.78 | 0.45 | 0.36 | 0.68 | NA | NA | … | … | -0.78 | 2.84 | 0.63 | -0.06 | 0.56 | 1.80 | 1.63 | -0.21 | 1.33 | 1.31 | -1.09 | 0.12 | 1.26 | 1.53 | 2.38 | 3.40 | -0.21 | 0.48 |
| Standard Deviation(%) | NA | 9.17 | 7.72 | 7.67 | 10.64 | NA | NA | … | … | 9.17 | 4.70 | 8.49 | 8.42 | 6.73 | 6.75 | 7.59 | 15.40 | 11.07 | 19.37 | 24.01 | 10.13 | 7.25 | 5.28 | 6.44 | 6.69 | 6.82 | 7.70 |
| Draw Down(%) | NA | 12.90 | 12.90 | 12.90 | 17.53 | NA | NA | … | … | 12.90 | 1.75 | 8.53 | 8.47 | 5.89 | 6.84 | 6.93 | 16.38 | 8.81 | 17.53 | 37.22 | 7.89 | 9.14 | 4.20 | 7.24 | 7.91 | 13.57 | 10.17 |
| Yield(%) | NA | 4.26 | 4.35 | 4.81 | 4.27 | NA | NA | … | … | 4.23 | 3.32 | 5.50 | 3.93 | 7.04 | 5.50 | 4.33 | 2.21 | 3.82 | 2.53 | 3.21 | 5.13 | 6.18 | 6.04 | 3.80 | 3.20 | 3.52 | 4.58 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate |
-9.05%
Feb 2006 – Feb 2009 |
-0.80%
Feb 2004 – Feb 2009 |
3.91%
Feb 2006 – Feb 2016 |
6.19%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate |
19.67%
Mar 2003 – Mar 2006 |
15.23%
Oct 2002 – Oct 2007 |
8.94%
Mar 2003 – Mar 2013 |
8.11%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart