Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHMF (John Hancock Multifactor Financials ETF) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 09/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHMF (John Hancock Multifactor Financials ETF) | 09/30/2015 | 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 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 29.75 | 2.85 | 34.28 | -13.37 | 21.35 | 17.70 | 6.83 |
| Sharpe Ratio | NA | -0.73 | 0.17 | 0.21 | NA | NA | NA | … | … | -0.78 | 1.63 | 0.06 | 2.18 | -0.78 | 1.71 | 0.90 | 1.29 |
| Standard Deviation(%) | NA | 24.57 | 30.68 | 26.14 | NA | NA | NA | … | … | 25.14 | 18.21 | 44.12 | 15.05 | 18.81 | 12.15 | 19.30 | 23.00 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 9.59 | 44.35 | 8.86 | 24.67 | 7.86 | 18.82 | 6.09 |
| Yield(%) | 0.00 | 1.65 | 2.05 | 2.06 | 1.68 | 1.12 | 0.84 | … | … | 0.71 | 2.10 | 1.74 | 2.73 | 1.49 | 1.21 | 1.39 | 0.32 |
Data as of 11/11/2022, Common starting date is 09/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMF (John Hancock Multifactor Financials ETF) |
-2.35%
Mar 2017 – Mar 2020 |
5.75%
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 |
|---|---|---|---|---|
| JHMF (John Hancock Multifactor Financials ETF) |
21.45%
Dec 2018 – Dec 2021 |
17.50%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart