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John Hancock Funds Multi-Index 2020 Lifetime Portf...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47804U7899
Inception Date
Nov 6, 2013
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 Multi-Index 2020 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 2020 Lifetime Portfolio (JRLPX) has returned -0.94% so far this year and 9.47% over the past 12 months.


John Hancock Funds Multi-Index 2020 Lifetime Portfolio

1D
0.09%
1M
-4.62%
YTD
-0.94%
6M
0.78%
1Y
9.47%
3Y*
8.21%
5Y*
4.13%
10Y*

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 4, 2017, JRLPX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, your investment would double in approximately 13.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +7.5%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JRLPX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.89%1.94%-4.62%-0.94%
20251.77%1.10%-1.36%-0.09%1.93%2.61%0.26%2.01%1.63%0.76%0.67%0.30%12.16%
2024-0.48%1.17%2.21%-3.01%2.71%0.75%2.53%1.92%1.52%-2.12%2.52%-2.69%7.00%
20235.10%-3.17%2.15%0.90%-2.08%2.84%1.67%-1.74%-3.25%-2.34%6.37%4.49%10.80%
2022-3.15%-1.67%0.18%-5.62%0.66%-5.63%4.78%-3.32%-6.88%2.95%6.05%-2.46%-14.09%
2021-0.70%0.70%1.13%2.50%1.18%1.08%0.82%0.98%-2.34%2.73%-1.45%2.53%9.41%

Benchmark Metrics

John Hancock Funds Multi-Index 2020 Lifetime Portfolio has an annualized alpha of -0.77%, beta of 0.48, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 05, 2017.

  • This fund participated in 64.16% of S&P 500 Index downside but only 47.46% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.48 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
-0.77%
Beta
0.48
0.82
Upside Capture
47.46%
Downside Capture
64.16%

Expense Ratio

JRLPX has an expense ratio of 0.41%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JRLPX 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.


JRLPX Risk / Return Rank: 7070
Overall Rank
JRLPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JRLPX Sortino Ratio Rank: 7171
Sortino Ratio Rank
JRLPX Omega Ratio Rank: 7272
Omega Ratio Rank
JRLPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
JRLPX Martin Ratio Rank: 7474
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 2020 Lifetime Portfolio (JRLPX) and compare them to a chosen benchmark (S&P 500 Index).


JRLPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.90

+0.39

Sortino ratio

Return per unit of downside risk

1.79

1.39

+0.41

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.47

1.40

+0.07

Martin ratio

Return relative to average drawdown

7.02

6.61

+0.41

Explore JRLPX 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 2020 Lifetime Portfolio provided a 3.35% 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.39$0.39$0.32$0.31$0.49$0.81$0.61$0.71$0.84

Dividend yield

3.35%3.32%3.02%2.97%5.06%6.89%5.31%6.47%8.52%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index 2020 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$0.39$0.39
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81

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 2020 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 2020 Lifetime Portfolio was 22.88%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current John Hancock Funds Multi-Index 2020 Lifetime Portfolio drawdown is 4.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.88%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-20.09%Nov 10, 2021234Oct 14, 2022436Jul 12, 2024670
-12.77%Dec 19, 2017254Dec 24, 2018120Jun 19, 2019374
-7.19%Dec 9, 202482Apr 8, 202526May 15, 2025108
-4.71%Mar 2, 202620Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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