Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Synfora John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate | NA | 10.52% | 4.56% | 3.53% | 5.86% | 4.64% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Synfora John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 10.52 | 4.56 | 3.53 | 5.86 | 4.64 | NA | … | … | 17.99 | -7.99 | 8.90 | 4.84 | -0.97 | 3.73 | 12.76 | 10.47 | -4.09 | 13.70 | 24.97 | -28.27 | 4.87 | 9.35 | 7.22 | 13.81 | 24.77 | -1.50 | 7.64 |
| Sharpe Ratio | NA | 2.40 | 0.59 | 0.42 | 0.56 | NA | NA | … | … | 2.39 | -0.93 | 1.47 | 0.52 | -0.12 | 0.55 | 1.83 | 1.40 | -0.26 | 1.16 | 1.33 | -1.22 | 0.18 | 0.86 | 0.80 | 2.02 | 3.32 | -0.29 | 0.75 |
| Standard Deviation(%) | NA | 6.92 | 7.78 | 8.15 | 9.36 | NA | NA | … | … | 6.92 | 10.08 | 5.61 | 8.93 | 8.42 | 6.76 | 6.97 | 7.46 | 16.02 | 11.77 | 18.73 | 23.92 | 10.26 | 7.02 | 6.30 | 6.36 | 7.25 | 9.10 | 7.09 |
| Draw Down(%) | NA | 4.03 | 15.37 | 15.37 | 17.07 | NA | NA | … | … | 4.03 | 15.37 | 4.24 | 7.99 | 8.50 | 5.66 | 7.01 | 6.82 | 17.07 | 9.14 | 17.22 | 37.14 | 7.88 | 7.91 | 4.40 | 6.01 | 5.63 | 12.75 | 8.74 |
| Yield(%) | NA | 2.95 | 3.16 | 3.97 | 4.07 | NA | NA | … | … | 2.96 | 5.94 | 0.39 | 5.69 | 4.81 | 6.16 | 4.51 | 3.83 | 2.32 | 3.92 | 2.30 | 2.71 | 3.79 | 6.62 | 4.06 | 3.57 | 2.63 | 2.99 | 5.17 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Synfora John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate |
-10.88%
Feb 2006 – Feb 2009 |
-3.10%
Feb 2004 – Feb 2009 |
2.93%
Feb 2006 – Feb 2016 |
4.14%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Synfora John Hancock Retirement Plan Services Strategic Asset Allocation – Optimal Moderate |
17.81%
Feb 2009 – Feb 2012 |
14.31%
Feb 2009 – Feb 2014 |
8.54%
Feb 2009 – Feb 2019 |
6.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart