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ISIN
US47804U2437
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

JLCSX Performance Chart

John Hancock Funds Multi-Index Lifestyle Conservative Portfolio (JLCSX) is up 3.4% since the beginning of the year. JLCSX is currently trading at $11 per share. Investors who bought $1,000 worth of JLCSX shares 5 years ago would now be looking at an investment worth $1,177.


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S&P 500 Index

Returns By Period

John Hancock Funds Multi-Index Lifestyle Conservative Portfolio (JLCSX) has returned 3.36% so far this year and 10.17% over the past 12 months. Over the last ten years, JLCSX has returned 4.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


John Hancock Funds Multi-Index Lifestyle Conservative Portfolio

1D
0.00%
1M
1.11%
YTD
3.36%
6M
3.69%
1Y
10.17%
3Y*
8.26%
5Y*
3.32%
10Y*
4.34%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JLCSX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2013, JLCSX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +5.2%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JLCSX closed higher 47% of trading days. The best single day was Mar 13, 2020 with a return of +3.3%, while the worst single day was Mar 12, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.94%1.40%-2.70%2.56%1.20%0.00%3.36%
20251.29%1.18%-0.81%0.29%0.98%2.02%0.19%1.63%1.23%0.66%0.56%0.14%9.74%
2024-0.20%0.30%1.45%-2.20%2.05%0.85%2.11%1.67%1.35%-1.73%1.76%-1.70%5.71%
20233.97%-2.48%2.21%0.73%-1.34%1.62%1.14%-1.03%-2.51%-1.61%5.23%3.83%9.80%
2022-2.52%-1.57%-1.01%-4.38%0.60%-4.25%4.17%-2.80%-5.25%1.86%4.52%-1.52%-12.01%
2021-0.71%-0.53%0.09%1.61%0.70%0.67%0.79%0.52%-1.60%1.06%-0.96%1.44%3.06%

Benchmark Metrics

John Hancock Funds Multi-Index Lifestyle Conservative Portfolio has an annualized alpha of 0.96%, beta of 0.26, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund participated in 38.92% of S&P 500 Index downside but only 30.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.96%
Beta
0.26
0.59
Upside Capture
30.64%
Downside Capture
38.92%

Expense Ratio

JLCSX has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JLCSX 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.


JLCSX Risk / Return Rank: 6969
Overall Rank
JLCSX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JLCSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
JLCSX Omega Ratio Rank: 7777
Omega Ratio Rank
JLCSX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JLCSX 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 Conservative Portfolio (JLCSX) and compare them to S&P 500 Index.


JLCSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.48

2.39

+0.10

Sortino ratio

Return per unit of downside risk

3.71

3.25

+0.45

Omega ratio

Gain probability vs. loss probability

1.50

1.43

+0.07

Calmar ratio

Return relative to maximum drawdown

2.78

3.11

-0.33

Martin ratio

Return relative to average drawdown

12.44

14.38

-1.94

Dividends

Dividend History

John Hancock Funds Multi-Index Lifestyle Conservative Portfolio provided a 3.55% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.39$0.40$0.36$0.34$0.45$0.56$0.40$0.43$0.43$0.21$0.32$0.23

Dividend yield

3.55%3.76%3.58%3.45%4.79%5.09%3.53%4.00%4.32%2.02%3.13%2.29%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index Lifestyle Conservative 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$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.15$0.40
2024$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.13$0.36
2023$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.14$0.34
2022$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.25$0.45
2021$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.42$0.56

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 Conservative 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 Conservative Portfolio was 16.93%, occurring on Oct 14, 2022. Recovery took 438 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.93%Oct 2022
11mo 10d1y 9mo
2y 8moNov 2021 - Jul 2024
COVID crash2020
-16.13%Mar 2020
25d2mo 20d
3mo 15dFeb 2020 - Jun 2020
2016 pullback2016
-6.47%Jan 2016
8mo 28d3mo 21d
1y 14dApr 2015 - May 2016
Rate-hike selloffLate 2018
-5.03%Dec 2018
1y 5d1mo 23d
1y 1moDec 2017 - Feb 2019
2025 selloff2025
-4.12%Apr 2025
1mo 6d1mo 7d
2mo 13dMar 2025 - May 2025

Drawdown Indicators


JLCSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.93%

-56.78%

+39.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-9.10%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-18.90%

+13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-25.43%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-16.93%

-33.92%

+16.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.52%

-10.72%

+8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.97%

-1.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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