JOHN HANCOCK FUNDAMENTAL LARGE CAP CORE FUND CLASS R4

Posted by Patria Henriques on Sunday, July 7, 2024
Alpha 1 Year-1.95 Alpha 10 Years-2.41 Alpha 15 Years-3.23 Alpha 3 Years-3.02 Alpha 5 Years-2.24 Average Gain 1 Year4.40 Average Gain 10 Years4.01 Average Gain 15 Years3.98 Average Gain 3 Years4.51 Average Gain 5 Years4.75 Average Loss 1 Year-3.28 Average Loss 10 Years-4.30 Average Loss 15 Years-3.97 Average Loss 3 Years-4.75 Average Loss 5 Years-5.32 Batting Average 1 Year41.67 Batting Average 10 Years46.67 Batting Average 15 Years43.89 Batting Average 3 Years44.44 Batting Average 5 Years51.67 Beta 1 Year1.09 Beta 10 Years1.16 Beta 15 Years1.15 Beta 3 Years1.06 Beta 5 Years1.15 Capture Ratio Down 1 Year104.12 Capture Ratio Down 10 Years118.96 Capture Ratio Down 15 Years120.34 Capture Ratio Down 3 Years109.14 Capture Ratio Down 5 Years117.01 Capture Ratio Up 1 Year105.20 Capture Ratio Up 10 Years107.19 Capture Ratio Up 15 Years105.06 Capture Ratio Up 3 Years98.38 Capture Ratio Up 5 Years108.17 Correlation 1 Year96.94 Correlation 10 Years96.80 Correlation 15 Years96.92 Correlation 3 Years96.65 Correlation 5 Years97.54 High 1 Year77.27 Information Ratio 1 Year0.27 Information Ratio 10 Years-0.22 Information Ratio 15 Years-0.37 Information Ratio 3 Years-0.52 Information Ratio 5 Years-0.15 Low 1 Year58.05 Maximum Loss 1 Year-9.61 Maximum Loss 10 Years-27.12 Maximum Loss 15 Years-27.12 Maximum Loss 3 Years-27.12 Maximum Loss 5 Years-27.12 Performance Current Year15.80 Performance since Inception6,641.68 Risk adjusted Return 10 Years6.03 Risk adjusted Return 3 Years-0.98 Risk adjusted Return 5 Years6.36 Risk adjusted Return Since Inception4.73 R-Squared (R²) 1 Year93.97 R-Squared (R²) 10 Years93.71 R-Squared (R²) 15 Years93.93 R-Squared (R²) 3 Years93.40 R-Squared (R²) 5 Years95.15 Sortino Ratio 1 Year2.55 Sortino Ratio 10 Years0.94 Sortino Ratio 15 Years1.13 Sortino Ratio 3 Years0.38 Sortino Ratio 5 Years1.02 Tracking Error 1 Year5.14 Tracking Error 10 Years5.22 Tracking Error 15 Years4.83 Tracking Error 3 Years5.38 Tracking Error 5 Years5.59 Trailing Performance 1 Month3.54 Trailing Performance 1 Week2.83 Trailing Performance 1 Year23.54 Trailing Performance 10 Years210.76 Trailing Performance 2 Years35.31 Trailing Performance 3 Months11.62 Trailing Performance 3 Years21.84 Trailing Performance 4 Years74.20 Trailing Performance 5 Years93.81 Trailing Performance 6 Months15.36 Trailing Return 1 Month3.54 Trailing Return 1 Year23.54 Trailing Return 10 Years12.01 Trailing Return 15 Years12.56 Trailing Return 2 Months5.85 Trailing Return 2 Years16.32 Trailing Return 3 Months11.62 Trailing Return 3 Years6.81 Trailing Return 4 Years14.88 Trailing Return 5 Years14.15 Trailing Return 6 Months15.36 Trailing Return 6 Years12.47 Trailing Return 7 Years12.19 Trailing Return 8 Years13.21 Trailing Return 9 Months36.67 Trailing Return 9 Years11.80 Trailing Return Since Inception13.26 Trailing Return YTD - Year to Date15.80 Treynor Ratio 1 Year20.33 Treynor Ratio 10 Years8.57 Treynor Ratio 15 Years10.14 Treynor Ratio 3 Years3.03 Treynor Ratio 5 Years11.03

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