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John Hancock Funds Multi-Index 2045 Lifetime Portf...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US47804U5570
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 2045 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 2045 Lifetime Portfolio (JRLVX) has returned -3.42% so far this year and 16.15% over the past 12 months. Over the last ten years, JRLVX has returned 9.91% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


John Hancock Funds Multi-Index 2045 Lifetime Portfolio

1D
-0.25%
1M
-8.07%
YTD
-3.42%
6M
-0.73%
1Y
16.15%
3Y*
13.74%
5Y*
7.47%
10Y*
9.91%

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, JRLVX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JRLVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.99%2.01%-8.07%-3.42%
20252.88%-0.27%-3.36%0.14%4.88%4.25%0.84%2.76%3.12%1.57%0.42%0.77%19.25%
2024-0.24%4.04%3.12%-3.91%4.15%1.40%2.47%2.27%2.15%-2.17%4.24%-3.43%14.50%
20237.02%-3.32%2.20%1.03%-1.71%5.73%3.28%-3.02%-4.51%-3.26%8.87%5.49%18.00%
2022-4.63%-2.54%1.56%-7.77%0.48%-7.91%6.52%-3.71%-9.21%5.90%7.83%-4.37%-18.06%
2021-0.23%2.87%2.64%4.04%1.41%1.25%0.48%2.32%-4.07%5.08%-2.19%3.84%18.45%

Benchmark Metrics

John Hancock Funds Multi-Index 2045 Lifetime Portfolio has an annualized alpha of -0.62%, beta of 0.87, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since November 11, 2013.

  • This fund participated in 93.25% of S&P 500 Index downside but only 85.50% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 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
-0.62%
Beta
0.87
0.95
Upside Capture
85.50%
Downside Capture
93.25%

Expense Ratio

JRLVX has an expense ratio of 0.01%, which is considered low.


Return for Risk

Risk / Return Rank

JRLVX ranks 58 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.


JRLVX Risk / Return Rank: 5858
Overall Rank
JRLVX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRLVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JRLVX Omega Ratio Rank: 5959
Omega Ratio Rank
JRLVX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JRLVX Martin Ratio Rank: 6666
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 2045 Lifetime Portfolio (JRLVX) and compare them to a chosen benchmark (S&P 500 Index).


JRLVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.18

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.30

1.40

-0.10

Martin ratio

Return relative to average drawdown

6.28

6.61

-0.33

Explore JRLVX 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 2045 Lifetime Portfolio provided a 3.68% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.58$0.58$0.27$0.28$0.88$0.87$0.55$1.04$1.11$0.53$0.37$0.19

Dividend yield

3.68%3.55%1.89%2.24%8.03%6.00%4.26%8.99%10.96%4.29%3.40%1.90%

Monthly Dividends

The table displays the monthly dividend distributions for John Hancock Funds Multi-Index 2045 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$0.58$0.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87

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 2045 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 2045 Lifetime Portfolio was 32.53%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current John Hancock Funds Multi-Index 2045 Lifetime Portfolio drawdown is 8.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.53%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-25.64%Nov 9, 2021235Oct 14, 2022345Mar 1, 2024580
-17.92%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-17.05%May 22, 2015183Feb 11, 2016124Aug 9, 2016307
-15.27%Feb 19, 202535Apr 8, 202539Jun 4, 202574

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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