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John Hancock Funds Multi-Index Lifestyle Aggressiv...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio (JIIRX) has returned -3.16% so far this year and 16.69% over the past 12 months. Over the last ten years, JIIRX has returned 9.98% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio

1D
-0.34%
1M
-8.51%
YTD
-3.16%
6M
-0.52%
1Y
16.69%
3Y*
13.65%
5Y*
7.43%
10Y*
9.98%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 31, 2013, JIIRX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 66% of months were positive and 34% 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%-8.51%-3.16%
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 -1.02%, 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 89.07% 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
-1.02%
Beta
0.92
0.95
Upside Capture
89.07%
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 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JIIRX Risk / Return Rank: 5656
Overall Rank
JIIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
JIIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JIIRX Omega Ratio Rank: 5656
Omega Ratio Rank
JIIRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
JIIRX Martin Ratio Rank: 6363
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 a chosen benchmark (S&P 500 Index).


JIIRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.90

+0.14

Sortino ratio

Return per unit of downside risk

1.52

1.39

+0.14

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.27

1.40

-0.13

Martin ratio

Return relative to average drawdown

6.07

6.61

-0.53

Explore JIIRX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio provided a 5.15% 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

5.15%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
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.

The current John Hancock Funds Multi-Index Lifestyle Aggressive Portfolio drawdown is 8.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.72%Feb 20, 202023Mar 23, 2020111Aug 28, 2020134
-25.23%Nov 9, 2021233Oct 12, 2022347Mar 1, 2024580
-19.35%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-17.76%May 22, 2015183Feb 11, 2016126Aug 11, 2016309
-16.03%Feb 19, 202535Apr 8, 202541Jun 6, 202576

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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