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ISIN
US47804U2684
Inception Date
Dec 29, 2013
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JIIRX Performance Chart

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) is up 13.6% since the beginning of the year. JIIRX is currently trading at $17 per share. Investors who bought $1,000 worth of JIIRX shares 5 years ago would now be looking at an investment worth $1,589.


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S&P 500 Index

Returns By Period

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) has returned 13.62% so far this year and 29.29% over the past 12 months. Over the last ten years, JIIRX has returned 11.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio

1D
0.52%
1M
5.30%
YTD
13.62%
6M
14.29%
1Y
29.29%
3Y*
19.18%
5Y*
9.70%
10Y*
11.53%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIIRX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2013, JIIRX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JIIRX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.49%2.29%-5.97%8.79%4.07%0.82%13.62%
20253.07%-0.44%-3.36%-0.08%5.06%4.24%0.90%3.08%3.05%1.48%0.51%0.72%19.50%
2024-0.59%4.21%3.31%-4.06%4.15%0.94%3.02%2.18%1.99%-2.24%4.50%-4.03%13.62%
20237.12%-3.32%1.39%1.01%-2.09%6.11%3.66%-3.20%-4.43%-3.64%8.88%5.74%17.23%
2022-4.69%-2.28%1.88%-7.60%0.56%-8.25%6.75%-3.73%-9.34%6.69%7.75%-4.56%-17.31%
2021-0.15%3.41%2.93%3.94%1.54%1.10%0.34%2.18%-3.93%5.20%-2.57%4.20%19.30%

Benchmark Metrics

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio has an annualized alpha of -1.08%, beta of 0.92, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 97.28% of S&P 500 Index downside but only 88.80% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.92 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.08%
Beta
0.92
0.95
Upside Capture
88.80%
Downside Capture
97.28%

Expense Ratio

JIIRX has an expense ratio of 0.27%, which is considered low.


Return for Risk

Risk / Return Rank

JIIRX ranks 70 for risk / return — better than 70% 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.


JIIRX Risk / Return Rank: 7070
Overall Rank
JIIRX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JIIRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
JIIRX Omega Ratio Rank: 6464
Omega Ratio Rank
JIIRX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JIIRX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) and compare them to S&P 500 Index.


JIIRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.46

2.24

+0.22

Sortino ratio

Return per unit of downside risk

3.37

3.07

+0.30

Omega ratio

Gain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratio

Return relative to maximum drawdown

3.35

2.93

+0.43

Martin ratio

Return relative to average drawdown

14.70

13.52

+1.17

Dividends

Dividend History

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio provided a 4.39% dividend yield over the last twelve months, with an annual payout of $0.76 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.76$0.76$0.24$0.23$1.42$1.11$0.44$1.11$1.25$0.44$0.34$0.19

Dividend yield

4.39%4.99%1.81%1.94%13.64%7.78%3.40%9.52%12.29%3.49%3.16%1.88%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42$1.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11$1.11

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the John Hancock Funds Multi-Index Lifestyle Aggressive 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 Funds Multi-Index Lifestyle Aggressive Portfolio was 34.72%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.72%Mar 2020
1mo 2d5mo 8d
6mo 10dFeb 2020 - Aug 2020
Bear market2022
-25.23%Oct 2022
11mo 7d1y 4mo
2y 3moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-19.35%Dec 2018
10mo 29d6mo 11d
1y 5moJan 2018 - Jul 2019
2016 correction2016
-17.76%Feb 2016
8mo 25d6mo 2d
1y 2moMay 2015 - Aug 2016
2025 selloff2025
-16.03%Apr 2025
1mo 18d1mo 29d
3mo 17dFeb 2025 - Jun 2025

Drawdown Indicators


JIIRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-56.78%

+22.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-9.10%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-18.90%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.23%

-25.43%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

-33.92%

-0.80%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-4.78%

-10.72%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.97%

+0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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