JDJAX
Diversified Macro Fund
John Hancock Investment Trust

Average annual returns

Through 2025
1 year
-7.94%
3 year
-1.16%
5 year
1.06%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

78 months through Jan. 31, 2026
Volatility (ann.)
10.19%
Sharpe
-0.09
Sortino
-0.12
Max drawdown
-17.57%
Best month
6.20%
Worst month
-8.28%
Beta vs VBTLX
-0.66
Correlation
-0.38

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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