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 05/31/2017
Cash 22.30 0.04 22.34 1.00 77.34
US Stock 27.33 7.85 35.18 38.27 19.80
Non US Stock 9.33 1.72 11.06 21.73 7.44
Bond 35.37 8.95 44.32 38.26 -12.74
Other 5.68 0.27 5.94 0.73 8.16
 

Style Details

 

JAAAX

Avg Market Cap USD
17,787 Mil
 
Benchmark Market Cap USD
31,137 Mil
 
Category Avg Market Cap USD
25,172 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 26.12 39.47 34.40
Large 27.67 28.84 25.35
Medium 28.30 24.09 27.71
Small 12.67 7.45 10.05
Micro 5.24 0.15 2.49
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 05/31/2017
*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* 18.56 17.36 18.38
Price/Book* 1.99 2.07 2.08
Price/Sales* 1.81 1.56 1.59
Price/Cash Flow* 8.13 7.50 7.21
Dividend Yield %* 2.09 2.46 2.14
Long-Term Earnings % 10.17 9.77 9.89
Historical Earnings % -14.97 -39.97 -30.84
Sales Growth % -1.18 -28.67 -36.89
Cash-Flow Growth % -1.53 -1.54 -43.94
Book-Value Growth % 3.75 -21.18 3.57
 
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 05/31/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 36.66
2016 33.41
2015 35.16
2014 43.64
2013 31.71
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 03/31/2017
2017 35.37
2016 42.16
2015 38.76
2014 31.72
2013 27.64
 
Bond Statistics
Detail Value
As of 03/31/2017, *As of 05/31/2017
Average Effective Duration 3.49
Average Effective Maturity (Years)* 7.25
Average Credit Quality BB
Average Weighted Coupon* 3.77
Average Weighted Price* 83.22
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 25.84 67.91 15.11
AA 7.07 3.41 14.31
A 6.46 9.20 22.16
BBB 23.82 13.97 17.51
BB 19.38 3.57 6.84
B 15.54 1.32 17.19
Below B 1.76 0.62 0.00
Not Rated 0.12 0.00 6.88
As of 03/31/2017
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 2.32 5.42 6.41
Consumer Cyclical 11.64 11.56 12.81
Financial Services 19.86 18.21 16.42
Real Estate 7.70 5.85 5.98
Sensitive
Communication Services 3.93 3.68 3.46
Energy 6.16 5.68 5.23
Industrials 9.01 11.43 11.18
Technology 15.51 15.54 14.75
Defensive
Consumer Defensive 4.11 8.38 7.63
Healthcare 13.47 10.75 12.07
Utilities 6.30 3.48 4.06
As of 05/31/2017
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 24.40 38.28 28.72
       
Corporate 33.07 23.84 8.30
       
Securitized 7.29 35.31 3.43
       
Municipal 0.48 0.00 0.11
       
Cash & Equivalents 33.17 2.57 14.38
       
Other 1.61 0.00 45.06
As of 05/31/2017
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% 12.87 0.00 53.51
0% to 4% 46.81 78.54 27.63
4% to 6% 25.77 14.89 9.44
6% to 8% 11.37 4.99 6.37
8% to 10% 2.82 1.23 2.63
10% to 12% 0.31 0.26 0.41
More than 12% 0.05 0.09 0.02
As of 05/31/2017
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 73.78 71.27 80.14
Canada 3.16 0.85 1.64
Mexico 2.88 2.55 1.66
Indonesia 1.28 0.97 0.48
Singapore 1.16 0.08 0.04
Australia 1.07 0.69 1.10
United Kingdom 0.97 1.33 2.40
New Zealand 0.95 0.05 0.33
Argentina 0.91 0.65 0.89
Netherlands 0.85 2.33 1.54
As of 05/31/2017
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 6.45 13.91
3 to 5 Years 11.57 4.81
5 to 7 Years 18.29 5.66
7 to 10 Years 19.85 4.77
10 to 15 Years 10.52 5.91
15 to 20 Years 4.89 1.81
20 to 30 Years 9.45 5.09
Over 30 Years 4.08 1.76
As of 05/31/2017
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World Regions

 

JAAAX

% Stocks Benchmark Category Avg
As of 05/31/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 78.56 67.32 72.80
North America 78.19 65.79 72.58
Latin America 0.36 1.53 0.22
Greater Europe 13.40 15.52 16.61
United Kingdom 3.55 3.75 4.59
Europe Developed 9.17 9.99 11.24
Europe Emerging 0.32 0.73 0.42
Africa/Middle East 0.36 1.04 0.37
Greater Asia 8.04 17.16 10.58
Japan 2.05 5.71 6.01
Australasia 0.45 1.53 0.36
Asia Developed 1.15 4.58 1.30
Asia Emerging 4.40 5.33 2.92
Market Classification
% Developed Markets 94.94 91.70 96.31
% Emerging Markets 5.05 8.30 3.69
 
Greater Asia Americas Greater Europe

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