John Hancock Funds Alternative Asset Allocation Fund Class A

 JAAAX Morningstar Analyst Rating
Benchmark Morningstar Category
Multialternative

Asset Allocation

 

JAAAX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 07/31/2017
Cash 19.90 0.03 19.92 0.98 71.03
US Stock 28.34 7.48 35.82 38.12 24.91
Non US Stock 10.07 1.41 11.48 22.22 9.27
Bond 36.24 8.17 44.41 37.95 -14.66
Other 5.45 0.39 5.84 0.73 9.45
 

Style Details

 

JAAAX

Avg Market Cap USD
19,195 Mil
 
Benchmark Market Cap USD
32,385 Mil
 
Category Avg Market Cap USD
24,043 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 25.94 39.90 32.31
Large 30.18 28.71 24.28
Medium 27.83 24.02 28.12
Small 11.90 7.09 12.81
Micro 4.14 0.27 2.48
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 07/31/2017
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 19.03 17.82 18.80
Price/Book* 2.05 2.15 2.01
Price/Sales* 1.89 1.62 1.51
Price/Cash Flow* 8.67 7.65 6.46
Dividend Yield %* 2.02 2.41 2.09
Long-Term Earnings % 10.46 10.07 10.42
Historical Earnings % -16.02 -17.77 -11.92
Sales Growth % -0.50 -33.13 -26.31
Cash-Flow Growth % -0.85 -2.16 -32.35
Book-Value Growth % 3.78 -21.72 3.42
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 07/31/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 38.41
2016 33.41
2015 35.16
2014 43.64
2013 31.71
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2017
2017 36.24
2016 42.16
2015 38.76
2014 31.72
2013 27.64
 
Bond Statistics
Detail Value
As of 06/30/2017, *As of 07/31/2017
Average Effective Duration 3.15
Average Effective Maturity (Years)* 6.98
Average Credit Quality BB
Average Weighted Coupon* 3.82
Average Weighted Price* 81.68
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 23.91 67.86 36.49
AA 5.03 2.92 8.60
A 7.33 9.79 3.28
BBB 24.02 13.77 -0.07
BB 21.40 3.65 9.03
B 16.51 1.45 5.64
Below B 1.63 0.56 1.34
Not Rated 0.17 0.00 35.69
As of 06/30/2017
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

JAAAX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 2.09 5.62 5.19
Consumer Cyclical 11.76 11.26 13.39
Financial Services 19.50 18.22 17.36
Real Estate 7.50 5.80 6.96
Sensitive
Communication Services 4.37 3.77 3.83
Energy 5.41 5.54 5.13
Industrials 10.87 11.30 9.74
Technology 14.48 16.11 15.37
Defensive
Consumer Defensive 3.82 8.17 6.49
Healthcare 14.34 10.60 12.74
Utilities 5.87 3.60 3.80
As of 07/31/2017
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 8.40 14.86 -31.03
       
Corporate 21.12 9.28 17.10
       
Securitized 4.73 13.65 6.70
       
Municipal 0.15 0.00 0.21
       
Cash & Equivalents 20.17 0.98 24.00
       
Other -0.08 0.00 42.83
As of 07/31/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 12.83 0.00 32.94
0% to 4% 46.46 78.77 49.09
4% to 6% 25.72 14.81 8.62
6% to 8% 11.14 4.95 6.83
8% to 10% 3.49 1.19 1.98
10% to 12% 0.29 0.19 0.50
More than 12% 0.07 0.08 0.05
As of 07/31/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

JAAAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 72.36 71.15 78.41
Mexico 3.13 2.55 1.60
Canada 2.95 0.86 1.13
Indonesia 1.72 0.99 0.60
Netherlands 1.13 2.35 1.48
Singapore 1.10 0.09 0.03
New Zealand 1.04 0.06 0.27
United Kingdom 1.00 1.39 4.63
Australia 0.97 0.66 0.58
Luxembourg 0.83 0.68 0.73
As of 07/31/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

JAAAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 6.60 26.68
3 to 5 Years 14.72 15.33
5 to 7 Years 16.02 3.29
7 to 10 Years 19.78 4.38
10 to 15 Years 10.53 6.39
15 to 20 Years 4.76 1.99
20 to 30 Years 9.48 4.60
Over 30 Years 3.97 2.52
As of 07/31/2017
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World Regions

 

JAAAX

% Stocks Benchmark Category Avg
As of 07/31/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 78.00 66.88 77.25
North America 77.90 65.19 76.75
Latin America 0.10 1.69 0.50
Greater Europe 13.33 15.72 14.51
United Kingdom 3.56 3.74 4.42
Europe Developed 9.24 10.11 9.19
Europe Emerging 0.26 0.79 0.49
Africa/Middle East 0.27 1.08 0.40
Greater Asia 8.67 17.40 8.24
Japan 2.44 5.68 2.54
Australasia 0.42 1.55 0.30
Asia Developed 1.10 4.59 1.60
Asia Emerging 4.72 5.57 3.79
Market Classification
% Developed Markets 94.92 91.18 95.06
% Emerging Markets 5.08 8.82 4.94
 
Greater Asia Americas Greater Europe

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