John Hancock Disciplined Fund Market Value
| JDIUX Fund | USD 18.76 0.06 0.32% |
| Symbol | John |
John Hancock 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to John Hancock's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of John Hancock.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in John Hancock on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding John Hancock Disciplined or generate 0.0% return on investment in John Hancock over 90 days. John Hancock is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. The fund normally invests at least 80 percent of its net assets in a portfolio of equity and equity-related securities i... More
John Hancock Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure John Hancock's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess John Hancock Disciplined upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8089 | |||
| Information Ratio | 0.2294 | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.72 |
John Hancock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Hancock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Hancock's standard deviation. In reality, there are many statistical measures that can use John Hancock historical prices to predict the future John Hancock's volatility.| Risk Adjusted Performance | 0.2515 | |||
| Jensen Alpha | 0.2994 | |||
| Total Risk Alpha | 0.2177 | |||
| Sortino Ratio | 0.3337 | |||
| Treynor Ratio | 0.5253 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John Hancock's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
John Hancock February 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2515 | |||
| Market Risk Adjusted Performance | 0.5353 | |||
| Mean Deviation | 0.6871 | |||
| Downside Deviation | 0.8089 | |||
| Coefficient Of Variation | 310.55 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.38 | |||
| Information Ratio | 0.2294 | |||
| Jensen Alpha | 0.2994 | |||
| Total Risk Alpha | 0.2177 | |||
| Sortino Ratio | 0.3337 | |||
| Treynor Ratio | 0.5253 | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.72 | |||
| Downside Variance | 0.6544 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (0.80) | |||
| Skewness | 3.49 | |||
| Kurtosis | 21.15 |
John Hancock Disciplined Backtested Returns
John Hancock appears to be very steady, given 3 months investment horizon. John Hancock Disciplined holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for John Hancock Disciplined, which you can use to evaluate the volatility of the entity. Please utilize John Hancock's Risk Adjusted Performance of 0.2515, coefficient of variation of 310.55, and Market Risk Adjusted Performance of 0.5353 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, John Hancock's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Hancock is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
John Hancock Disciplined has very good predictability. Overlapping area represents the amount of predictability between John Hancock time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of John Hancock Disciplined price movement. The serial correlation of 0.82 indicates that around 82.0% of current John Hancock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in John Mutual Fund
John Hancock financial ratios help investors to determine whether John 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 John with respect to the benefits of owning John Hancock security.
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