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USD=X vs. JAAAX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. JAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

JAAAX

1D
-0.73%
1M
-0.23%
YTD
5.53%
6M
6.05%
1Y
10.39%
3Y*
7.08%
5Y*
4.19%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. JAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JAAAX
John Hancock Funds Alternative Asset Allocation Fund
5.53%6.18%6.59%5.85%-3.12%4.77%4.36%8.95%-4.09%6.10%

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Return for Risk

USD=X vs. JAAAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

JAAAX
JAAAX Risk / Return Rank: 9393
Overall Rank
JAAAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JAAAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
JAAAX Omega Ratio Rank: 8989
Omega Ratio Rank
JAAAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JAAAX Martin Ratio Rank: 9494
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.

USD=X vs. JAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and John Hancock Funds Alternative Asset Allocation Fund (JAAAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. JAAAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XJAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

Drawdowns

USD=X vs. JAAAX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum JAAAX drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for USD=X and JAAAX.


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Drawdown Indicators


USD=XJAAAXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-15.72%

+15.72%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-2.02%

+2.02%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-5.66%

+5.66%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-6.28%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-12.64%

+12.64%

Current Drawdown

Current decline from peak

0.00%

-0.79%

+0.79%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.04%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.51%

-0.51%

Volatility

USD=X vs. JAAAX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while John Hancock Funds Alternative Asset Allocation Fund (JAAAX) has a volatility of 1.06%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than JAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XJAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.06%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

2.62%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.37%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.22%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.38%

-4.38%

Frequently Asked Questions


JAAAX has higher volatility (1.06%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs JAAAX's -15.72%.

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