Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHMC (John Hancock Multifactor Consumer Discretionary ETF) | NA | -98.53% | -71.49% | -51.19% | NA | NA | NA | … | … |
Data as of 12/13/2022, Common starting date is 10/02/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHMC (John Hancock Multifactor Consumer Discretionary ETF) | 10/02/2015 | 12/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -98.53 | -71.49 | -51.19 | NA | NA | NA | … | … | -98.57 | 23.25 | 28.92 | 29.10 | -6.96 | 18.83 | 4.55 | 1.79 |
| Sharpe Ratio | NA | -0.15 | -0.19 | -0.17 | NA | NA | NA | … | … | -0.15 | 1.29 | 0.77 | 2.00 | -0.49 | 1.96 | 0.28 | 0.44 |
| Standard Deviation(%) | NA | 668.74 | 385.78 | 298.81 | NA | NA | NA | … | … | 686.86 | 17.98 | 37.26 | 13.82 | 17.00 | 9.34 | 15.64 | 16.73 |
| Draw Down(%) | NA | 98.73 | 98.76 | 98.76 | NA | NA | NA | … | … | 98.73 | 10.01 | 41.99 | 8.77 | 20.00 | 3.71 | 12.60 | 6.21 |
| Yield(%) | 0.00 | 0.54 | 0.83 | 1.06 | 0.92 | 0.61 | 0.46 | … | … | 0.31 | 0.49 | 0.70 | 1.44 | 1.28 | 1.10 | 1.91 | 0.27 |
Data as of 12/13/2022, Common starting date is 10/02/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMC (John Hancock Multifactor Consumer Discretionary ETF) |
-71.72%
Nov 2019 – Nov 2022 |
-51.46%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMC (John Hancock Multifactor Consumer Discretionary ETF) |
27.06%
Dec 2018 – Dec 2021 |
18.81%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart