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John Hancock Funds Multi-Index 2015 Lifetime Portf...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47804U8210
Inception Date
Nov 6, 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 2015 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 Multi-Index 2015 Lifetime Portfolio (JRLLX) has returned -0.73% so far this year and 8.86% over the past 12 months. Over the last ten years, JRLLX has returned 5.71% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds Multi-Index 2015 Lifetime Portfolio

1D
0.09%
1M
-4.12%
YTD
-0.73%
6M
1.02%
1Y
8.86%
3Y*
8.02%
5Y*
4.16%
10Y*
5.71%

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 Nov 8, 2013, JRLLX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JRLLX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.63%1.88%-4.12%-0.73%
20251.66%1.15%-1.04%0.00%1.63%2.36%0.18%1.93%1.44%0.71%0.79%0.25%11.58%
2024-0.40%0.91%2.00%-2.65%2.52%0.69%2.44%1.91%1.50%-2.03%2.26%-2.35%6.79%
20234.75%-2.99%2.23%0.93%-1.95%2.52%1.54%-1.51%-2.97%-2.00%6.03%4.16%10.68%
2022-2.86%-1.57%0.09%-5.05%0.69%-5.28%4.55%-3.06%-6.52%2.73%5.63%-2.17%-12.86%
2021-0.73%0.55%1.00%2.25%1.15%0.96%0.78%0.86%-2.04%2.25%-1.27%2.37%8.33%

Benchmark Metrics

John Hancock Funds Multi-Index 2015 Lifetime Portfolio has an annualized alpha of 0.42%, beta of 0.43, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since November 11, 2013.

  • This fund participated in 57.50% of S&P 500 Index downside but only 46.60% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.43 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
0.42%
Beta
0.43
0.80
Upside Capture
46.60%
Downside Capture
57.50%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JRLLX ranks 73 for risk / return — better than 73% 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.


JRLLX Risk / Return Rank: 7373
Overall Rank
JRLLX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JRLLX Sortino Ratio Rank: 7575
Sortino Ratio Rank
JRLLX Omega Ratio Rank: 7575
Omega Ratio Rank
JRLLX Calmar Ratio Rank: 6767
Calmar Ratio Rank
JRLLX Martin Ratio Rank: 7676
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 2015 Lifetime Portfolio (JRLLX) and compare them to a chosen benchmark (S&P 500 Index).


JRLLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.90

+0.46

Sortino ratio

Return per unit of downside risk

1.90

1.39

+0.52

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.57

1.40

+0.17

Martin ratio

Return relative to average drawdown

7.36

6.61

+0.75

Explore JRLLX 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 2015 Lifetime Portfolio provided a 3.93% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.43$0.36$0.32$0.46$0.75$0.66$0.73$0.75$0.35$0.39$0.22

Dividend yield

3.93%3.90%3.46%3.22%5.01%6.68%6.00%6.84%7.78%3.20%3.78%2.17%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index 2015 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$0.43$0.43
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75

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 2015 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 Multi-Index 2015 Lifetime Portfolio was 21.29%, occurring on Mar 20, 2020. Recovery took 90 trading sessions.

The current John Hancock Funds Multi-Index 2015 Lifetime Portfolio drawdown is 4.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.29%Feb 21, 202021Mar 20, 202090Jul 29, 2020111
-18.52%Nov 10, 2021234Oct 14, 2022431Jul 5, 2024665
-10.76%Apr 27, 2015202Feb 11, 2016102Jul 8, 2016304
-8.95%Dec 19, 2017255Dec 24, 201855Mar 15, 2019310
-6.07%Mar 3, 202527Apr 8, 202524May 13, 202551

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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