J Hancock Ii Fund Market Value
| JGHTX Fund | USD 16.02 0.14 0.88% |
| Symbol | JGHTX |
J 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 J 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 J Hancock.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in J Hancock on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding J Hancock Ii or generate 0.0% return on investment in J Hancock over 90 days. J Hancock is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. The fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for inv... More
J 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 J 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 J Hancock Ii upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7594 | |||
| Information Ratio | 0.1114 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.11 |
J Hancock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for J Hancock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as J Hancock's standard deviation. In reality, there are many statistical measures that can use J Hancock historical prices to predict the future J Hancock's volatility.| Risk Adjusted Performance | 0.1549 | |||
| Jensen Alpha | 0.1176 | |||
| Total Risk Alpha | 0.0875 | |||
| Sortino Ratio | 0.1316 | |||
| Treynor Ratio | 0.2277 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of J 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.
J Hancock February 22, 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 | 0.1549 | |||
| Market Risk Adjusted Performance | 0.2377 | |||
| Mean Deviation | 0.6267 | |||
| Semi Deviation | 0.5152 | |||
| Downside Deviation | 0.7594 | |||
| Coefficient Of Variation | 497.02 | |||
| Standard Deviation | 0.8967 | |||
| Variance | 0.804 | |||
| Information Ratio | 0.1114 | |||
| Jensen Alpha | 0.1176 | |||
| Total Risk Alpha | 0.0875 | |||
| Sortino Ratio | 0.1316 | |||
| Treynor Ratio | 0.2277 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.5766 | |||
| Semi Variance | 0.2654 | |||
| Expected Short fall | (0.73) | |||
| Skewness | 1.43 | |||
| Kurtosis | 6.9 |
J Hancock Ii Backtested Returns
J Hancock appears to be very steady, given 3 months investment horizon. J Hancock Ii holds Efficiency (Sharpe) Ratio of 0.24, which attests that the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for J Hancock Ii, which you can use to evaluate the volatility of the entity. Please utilize J Hancock's semi deviation of 0.5152, and Downside Deviation of 0.7594 to validate if our risk estimates are consistent with your expectations. The entity retains a Market Volatility (i.e., Beta) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, J Hancock's returns are expected to increase less than the market. However, during the bear market, the loss of holding J Hancock is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
J Hancock Ii has modest predictability. Overlapping area represents the amount of predictability between J Hancock time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 J Hancock Ii price movement. The serial correlation of 0.54 indicates that about 54.0% of current J Hancock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 JGHTX Mutual Fund
J Hancock financial ratios help investors to determine whether JGHTX 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 JGHTX with respect to the benefits of owning J Hancock security.
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |