John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX)

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John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) is up 5.7% since the beginning of the year. JELMX is currently trading at $11 per share. Investors who bought $1,000 worth of JELMX shares 5 years ago would now be looking at an investment worth $1,217.

John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio (JELMX) has returned 5.71% so far this year and 15.04% over the past 12 months. Over the last ten years, JELMX has returned 4.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.

Based on dividend-adjusted daily data since Jan 7, 1997, JELMX's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, an investment would double in approximately 41.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +6.9%, while the worst month was Apr 2000 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JELMX closed higher 49% of trading days. The best single day was Jun 21, 2011 with a return of +8.2%, while the worst single day was Apr 11, 2000 at -11.9%.

John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio has an annualized alpha of -1.47%, beta of 0.33, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 08, 1997.

• This fund participated in 56.18% of S&P 500 Index downside but only 35.21% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.33 may look defensive, but with R2 of 0.49 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

JELMX has an expense ratio of 0.17%, which is considered low.

JELMX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

John Hancock Variable Insurance Trust Managed Volatility Moderate Portfolio provided a 5.01% dividend yield over the last twelve months, with an annual payout of $0.56 per share.

The table displays the monthly dividend distributions for John Hancock Variable Insurance Trust Managed Volatility Moderate 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 Moderate 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 Moderate Portfolio was 44.89%, occurring on Mar 9, 2009. Recovery took 2994 trading sessions.

The chart below shows the rolling one-month volatility.