Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHMA (John Hancock Multifactor Materials ETF) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 03/29/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHMA (John Hancock Multifactor Materials ETF) | 03/29/2016 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 26.62 | 16.13 | 25.58 | -19.52 | 26.45 | 17.28 |
| Sharpe Ratio | NA | -0.54 | 0.27 | 0.19 | NA | NA | NA | … | … | -0.78 | 1.47 | 0.40 | 1.53 | -1.06 | 2.35 | 1.29 |
| Standard Deviation(%) | NA | 25.29 | 28.71 | 25.01 | NA | NA | NA | … | … | 26.39 | 18.13 | 39.31 | 15.85 | 19.64 | 11.02 | 17.67 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 12.36 | 40.71 | 11.21 | 27.58 | 3.94 | 7.14 |
| Yield(%) | 0.00 | 1.69 | 2.04 | 1.87 | 1.47 | 0.98 | 0.74 | … | … | 0.84 | 1.87 | 1.76 | 2.25 | 1.38 | 1.47 | 1.28 |
Data as of 11/11/2022, Common starting date is 03/29/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMA (John Hancock Multifactor Materials ETF) |
-5.58%
Mar 2017 – Mar 2020 |
4.61%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMA (John Hancock Multifactor Materials ETF) |
22.68%
Dec 2018 – Dec 2021 |
15.59%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart