Jhancock Multimanager Competition

JAAZX Fund

USD 13.91 0.02 0.14%

Jhancock Multimanager competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle; as well as few others. The fund is listed under Target-Date 2065+ category and is part of John Hancock family. Analyzing Jhancock Multimanager competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Jhancock Multimanager to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Jhancock Multimanager Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Jhancock Multimanager competition on your existing holdings.

Specify up to 10 symbols:

Hype

Prediction

Low	Estimated	High
13.31	13.91	14.51

Details

Intrinsic

Valuation

Low	Real	High
13.26	13.86	14.46

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jhancock Multimanager. Your research has to be compared to or analyzed against Jhancock Multimanager's peers to derive any actionable benefits. When done correctly, Jhancock Multimanager's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Jhancock Multimanager.

Jhancock Multimanager Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Jhancock Multimanager and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Jhancock and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Jhancock Multimanager does not affect the price movement of the other competitor.

	FRBAX	FRBCX	JQLMX	JQLBX	JQLAX	JQLCX	JQLGX	JRBFX	JRETX	JRGRX
FRBAX		1.0	0.34	0.65	0.8	0.03	0.76	1.0	0.83	1.0	FRBAX
FRBCX	1.0		0.34	0.64	0.8	0.03	0.76	1.0	0.82	1.0	FRBCX
JQLMX	0.34	0.34		0.91	0.73	0.93	0.79	0.34	0.68	0.34	JQLMX
JQLBX	0.65	0.64	0.91		0.95	0.7	0.97	0.65	0.92	0.65	JQLBX
JQLAX	0.8	0.8	0.73	0.95		0.43	0.99	0.8	1.0	0.8	JQLAX
JQLCX	0.03	0.03	0.93	0.7	0.43		0.52	0.03	0.37	0.03	JQLCX
JQLGX	0.76	0.76	0.79	0.97	0.99	0.52		0.76	0.98	0.76	JQLGX
JRBFX	1.0	1.0	0.34	0.65	0.8	0.03	0.76		0.83	1.0	JRBFX
JRETX	0.83	0.82	0.68	0.92	1.0	0.37	0.98	0.83		0.83	JRETX
JRGRX	1.0	1.0	0.34	0.65	0.8	0.03	0.76	1.0	0.83		JRGRX
	FRBAX	FRBCX	JQLMX	JQLBX	JQLAX	JQLCX	JQLGX	JRBFX	JRETX	JRGRX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Please upgrade your account to get full access to Macroaxis premium features

Risk-Adjusted Indicators

There is a big difference between Jhancock Mutual Fund performing well and Jhancock Multimanager Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Jhancock Multimanager's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FRBAX	1.21	0.27	0.16	9.58	0.99	(1.54)	2.76	(1.66)	15.75
FRBCX	1.21	0.27	0.16	11.99	0.99	(1.54)	2.74	(1.65)	15.70
JQLMX	0.24	0.00	(0.22)	0.12	0.25	(0.26)	0.56	(0.48)	1.43
JQLBX	0.32	0.02	(0.11)	0.58	0.30	(0.38)	0.66	(0.58)	2.06
JQLAX	0.47	0.06	(0.02)	1.02	0.41	(0.52)	1.07	(0.91)	3.11
JQLCX	0.16	(0.01)	(0.32)	(0.07)	0.17	(0.21)	0.34	(0.33)	1.00
JQLGX	0.41	0.05	(0.05)	0.95	0.39	(0.45)	0.90	(0.69)	2.65
JRBFX	1.21	0.27	0.16	10.80	0.99	(1.54)	2.73	(1.66)	15.74
JRETX	0.47	0.07	0.00	1.31	0.40	(0.57)	1.07	(0.83)	3.08
JRGRX	1.21	0.27	0.16	8.93	0.98	(1.54)	2.76	(1.65)	15.70

Unable to evaluate fundamental data of [FRBAX, FRBCX, JQLMX, JQLBX, JQLAX, JQLCX, JQLGX, JRBFX, JRETX, JRGRX] at this time. Please try again later

All Fundamental Data

Jhancock Multimanager Competitive Analysis

The better you understand Jhancock Multimanager competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Jhancock Multimanager's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Jhancock Multimanager's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	JAAZX	FRBAX	FRBCX	JQLMX	JQLBX	JQLAX	JQLCX	JQLGX	JRBFX	JRETX
	0.14 13.91 Jhancock	0.36 32.79 Regional	0.36 30.83 Regional	0.32 12.59 Multimanager	0.29 13.83 Multimanager	0.26 15.27 Multimanager	0.25 12.02 Multimanager	0.27 14.70 Multimanager	0.40 32.76 Regional	0.21 14.53 JRETX
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	OK	OK	OK	Weak	Modest	OK	Very Weak	OK	OK	OK
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Under Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Buy	Strong Buy	Cautious Hold	Cautious Hold	Hold	Cautious Hold	Hold	Strong Buy	Strong Hold
Net Asset	70.06 M	744.07 M	2.65 B	3.45 B	11.87 B	4.14 B	2.51 B	12.17 B	744.07 M	56.88 M
Minimum Initial Investment	N/A	N/A	1 K	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Price To Book	N/A	1.22	1.22	1.86	1.87	2.0	2.0	2.04	N/A	N/A
Five Year Return	N/A	7.3	6.54	4.68	6.84	9.38	2.95	8.14	7.61	10.14
Last Dividend Paid	0.05	0.09	0.03	0.04	0.03	0.11	0.06	0.18	0.11	0.27
One Year Return	N/A	30.94	33.44	10.84	17.09	19.97	8.49	17.36	34.8	22.0
Price To Earning	N/A	2.08	1.97	16.21	16.8	18.0	18.06	18.1	2.08	N/A
Price To Sales	N/A	3.35	3.35	1.32	1.35	1.43	1.54	1.46	N/A	N/A
Cash Position Weight	4.16	0.47	1.48	5.75	4.99	3.6	6.83	4.43	0.47	4.74
Equity Positions Weight	91.21	99.53	98.52	37.5	56.54	92.4	19.08	76.12	99.53	90.53
Three Year Return	N/A	4.35	4.07	1.56	2.54	4.37	0.89	3.6	5.11	5.18
Annual Yield	0.0131	0.017	0.0127	0.028	0.0206	0.0094	0.0354	0.0143	0.019	0.016
Bond Positions Weight	0.63	N/A	N/A	11.61	8.2	0.18	15.82	3.99	N/A	0.65
Year To Date Return	N/A	30.55	28.91	8.94	12.77	17.1	6.89	14.66	30.16	19.2
Ten Year Return	N/A	6.9	6.15	5.75	6.72	8.34	4.53	7.66	6.54	N/A
Daily Balance Of Power	9.2 T	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)
Day Typical Price	13.91	32.79	30.83	12.59	13.83	15.27	12.02	14.7	32.76	14.53
Period Momentum Indicator	0.02	(0.12)	(0.11)	(0.04)	(0.04)	(0.04)	(0.03)	(0.04)	(0.13)	(0.03)
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0
Day Median Price	13.91	32.79	30.83	12.59	13.83	15.27	12.02	14.7	32.76	14.53
Price Action Indicator	0.01	(0.06)	(0.06)	(0.02)	(0.02)	(0.02)	(0.01)	(0.02)	(0.07)	(0.01)
Coefficient Of Variation	749.96	712.74	719.8	1729.33	1052.03	794.37	3264.06	854.36	710.76	691.08
Mean Deviation	0.4579	1.21	1.21	0.2396	0.3181	0.4701	0.1592	0.4053	1.21	0.4663
Jensen Alpha	0.0199	0.2681	0.2656	0.0026	0.0248	0.0612	(0.01)	0.0462	0.2692	0.0721
Total Risk Alpha	0.0072	0.0619	0.0591	(0.02)	(0.01)	0.003	(0.03)	(0)	0.0627	0.0141
Sortino Ratio	(0.01)	0.1598	0.157	(0.22)	(0.11)	(0.02)	(0.32)	(0.05)	0.1601	0.002
Downside Variance	0.3228	1.49	1.5	0.0979	0.1852	0.3157	0.0608	0.2307	1.49	0.3358
Standard Deviation	0.5912	2.0	2.0	0.3007	0.4053	0.6041	0.2135	0.514	2.0	0.5978
Kurtosis	0.5249	19.44	19.44	(0.12)	(0.02)	0.4083	0.1949	0.1431	19.54	0.5442
Potential Upside	1.04	2.76	2.74	0.5578	0.6569	1.07	0.3364	0.9009	2.73	1.07
Treynor Ratio	0.1059	9.58	11.99	0.1166	0.5764	1.02	(0.07)	0.9537	10.8	1.31
Maximum Drawdown	3.07	15.75	15.7	1.43	2.06	3.11	1.0	2.65	15.74	3.08
Variance	0.3495	3.99	3.98	0.0904	0.1643	0.3649	0.0456	0.2642	3.99	0.3573
Market Risk Adjusted Performance	0.1159	9.59	12.0	0.1266	0.5864	1.03	(0.06)	0.9637	10.81	1.32
Risk Adjusted Performance	0.0941	0.1077	0.1067	0.0277	0.0608	0.0889	(0)	0.0805	0.108	0.1024
Skewness	0.3137	3.29	3.28	0.0888	0.1301	0.3091	0.0308	0.1989	3.29	0.3139
Semi Deviation	0.3987	0.987	0.9914	0.2493	0.3018	0.4101	0.1707	0.392	0.9888	0.3976
Information Ratio	(0.01)	0.0976	0.0962	(0.23)	(0.12)	(0.02)	(0.37)	(0.05)	0.098	0.0019
Value At Risk	(0.81)	(1.66)	(1.65)	(0.48)	(0.58)	(0.91)	(0.33)	(0.69)	(1.66)	(0.83)
Expected Short fall	(0.55)	(1.54)	(1.54)	(0.26)	(0.38)	(0.52)	(0.21)	(0.45)	(1.54)	(0.57)
Downside Deviation	0.5682	1.22	1.22	0.3129	0.4304	0.5619	0.2466	0.4803	1.22	0.5795
Semi Variance	0.159	0.9742	0.9829	0.0622	0.0911	0.1681	0.0291	0.1537	0.9777	0.158

Jhancock Multimanager Competition Performance Charts

Five steps to successful analysis of Jhancock Multimanager Competition

Jhancock Multimanager's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Jhancock Multimanager in relation to its competition. Jhancock Multimanager's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Jhancock Multimanager in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Jhancock Multimanager's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Jhancock Multimanager, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Jhancock Multimanager position

In addition to having Jhancock Multimanager in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Baby Boomer Prospects Thematic Idea Now

Baby Boomer Prospects

Equities with large market capitalization that account for significant contribution to overall economic growth especially within dividend-paying instruments and stocks from healthcare and financial sectors. The Baby Boomer Prospects theme has 99 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Baby Boomer Prospects Theme or any other thematic opportunities.

View All Next

Launch

Other Information on Investing in Jhancock Mutual Fund

Jhancock Multimanager financial ratios help investors to determine whether Jhancock Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jhancock with respect to the benefits of owning Jhancock Multimanager security.

	Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments
	Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
	My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC