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John Hancock Funds Multimanager 2050 Lifetime Port...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47803M3253
Inception Date
Apr 28, 2011
Min. Investment
$0
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 Multimanager 2050 Lifetime 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 Multimanager 2050 Lifetime Portfolio (JLKOX) has returned -4.61% so far this year and 8.88% over the past 12 months. Over the last ten years, JLKOX has returned 9.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds Multimanager 2050 Lifetime Portfolio

1D
-0.46%
1M
-9.32%
YTD
-4.61%
6M
-7.26%
1Y
8.88%
3Y*
11.43%
5Y*
5.26%
10Y*
9.16%

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 Apr 28, 2011, JLKOX's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JLKOX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.37%1.77%-9.32%-4.61%
20254.85%-4.70%-1.54%0.00%5.58%4.35%0.75%3.03%2.66%1.33%-0.21%-3.85%12.30%
2024-0.09%4.71%3.46%-3.84%4.08%1.50%1.97%1.94%1.90%-1.79%4.58%-3.45%15.50%
20237.59%-3.29%2.00%0.69%-1.46%5.73%3.55%-3.16%-4.47%-3.31%9.07%5.51%18.67%
2022-4.86%-2.44%0.68%-8.45%0.25%-7.97%6.61%-3.52%-9.29%5.84%7.96%-4.53%-19.67%
20210.07%3.27%2.30%4.15%1.01%1.27%-0.07%2.18%-3.68%4.49%-3.15%3.30%15.80%

Benchmark Metrics

John Hancock Funds Multimanager 2050 Lifetime Portfolio has an annualized alpha of -1.38%, beta of 0.87, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since April 29, 2011.

  • This fund participated in 98.28% of S&P 500 Index downside but only 85.84% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.90, 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
-1.38%
Beta
0.87
0.90
Upside Capture
85.84%
Downside Capture
98.28%

Expense Ratio

JLKOX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

JLKOX ranks 13 for risk / return — in the bottom 13% 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.


JLKOX Risk / Return Rank: 1313
Overall Rank
JLKOX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JLKOX Sortino Ratio Rank: 1616
Sortino Ratio Rank
JLKOX Omega Ratio Rank: 1616
Omega Ratio Rank
JLKOX Calmar Ratio Rank: 99
Calmar Ratio Rank
JLKOX Martin Ratio Rank: 99
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 Multimanager 2050 Lifetime Portfolio (JLKOX) and compare them to a chosen benchmark (S&P 500 Index).


JLKOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.90

-0.45

Sortino ratio

Return per unit of downside risk

0.76

1.39

-0.63

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.17

1.40

-1.22

Martin ratio

Return relative to average drawdown

0.66

6.61

-5.95

Explore JLKOX 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 Multimanager 2050 Lifetime Portfolio provided a 1.98% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.26$0.26$0.40$0.36$1.78$1.40$0.64$1.12$1.33$0.51$0.72$0.61

Dividend yield

1.98%1.89%3.22%3.22%18.51%9.85%4.79%9.55%12.92%4.02%6.43%5.53%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multimanager 2050 Lifetime 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$0.26$0.26
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.40$1.40

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 Multimanager 2050 Lifetime 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 Multimanager 2050 Lifetime Portfolio was 32.04%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current John Hancock Funds Multimanager 2050 Lifetime Portfolio drawdown is 10.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.04%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-28.08%Nov 9, 2021235Oct 14, 2022358Mar 20, 2024593
-22.03%May 2, 2011108Oct 3, 2011306Dec 20, 2012414
-18.49%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-17.91%May 22, 2015183Feb 11, 2016143Sep 6, 2016326

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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