John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio (JELGX)

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The chart shows the growth of an initial investment of $10,000 in John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio (JELGX) has returned -3.75% so far this year and 7.44% over the past 12 months. Over the last ten years, JELGX has returned 4.74% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 7, 1997, JELGX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, your investment would double in approximately 27.5 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +9.7%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JELGX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +8.8%, while the worst single day was Apr 12, 2006 at -13.1%.

John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio has an annualized alpha of -2.80%, beta of 0.61, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 08, 1997.

• This fund participated in 84.67% of S&P 500 Index downside but only 60.30% of its upside — more exposed to losses than it benefited from rallies.
• This fund had an annualized alpha of -2.80% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 0.61 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

JELGX has an expense ratio of 0.18%, which is considered low.

JELGX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio (JELGX) and compare them to a chosen benchmark (S&P 500 Index).

John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio provided a 8.53% dividend yield over the last twelve months, with an annual payout of $0.96 per share.

The table displays the monthly dividend distributions for John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio was 58.74%, occurring on Mar 9, 2009. Recovery took 2706 trading sessions.

The current John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio drawdown is 7.91%.

The chart below shows the rolling one-month volatility.