Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +0.20% | -2.98% | -7.85% | -10.22% | -13.75% | -14.98% | -0.26% | -8.46% | -3.35% | -1.75% |
| Market-price total return | +0.20% | -2.98% | -6.50% | -7.64% | -10.15% | -10.03% | +4.97% | -3.37% | +1.98% | +4.74% |
| NAV return | +0.62% | -1.73% | -5.41% | -7.56% | -8.01% | -8.75% | +0.62% | -6.55% | -3.05% | -1.08% |
| NAV total return | +0.62% | -1.73% | -4.14% | -5.14% | -4.53% | -3.89% | +5.46% | -1.73% | +1.94% | +5.29% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.08% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.09% | 0.06% | as above |
| Volatility, 5 years | 0.10% | 0.07% | as above |
| Maximum drawdown, 3 years | -11.17% | -7.03% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.09 | 0.29 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.12 | 0.41 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.85 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.50 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for John Hancock Income Securities Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.