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 | -0.34% | -2.08% | -9.47% | -11.58% | -7.40% | -10.84% | +7.67% | -7.23% | -2.49% | +0.25% |
| Market-price total return | +0.40% | -1.35% | -7.50% | -7.87% | -1.06% | -3.50% | +16.68% | +0.68% | +6.06% | +8.82% |
| NAV return | +1.06% | -2.62% | -7.27% | -9.59% | -3.74% | -5.44% | +7.86% | -2.02% | -1.76% | +0.65% |
| NAV total return | +1.72% | -1.98% | -5.48% | -6.22% | +2.14% | +1.53% | +16.26% | +6.11% | +7.04% | +8.68% |
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 | 0.10% | 0.09% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.12% | as above |
| Volatility, 5 years | 0.17% | 0.14% | as above |
| Maximum drawdown, 3 years | -10.70% | -9.49% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.87 | 1.05 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.25 | 1.56 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.44 | — | SPY (U.S. equity 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 Premium Dividend Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.