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John Hancock Multifactor Materials ETF (JHMA)

ETF · Currency in USD
ISIN
US47804J8009
CUSIP
47804J800
Issuer
Manulife
Inception Date
Mar 28, 2016
Region
North America (U.S.)
Category
Materials
Expense Ratio
0.40%
Index Tracked
John Hancock Dimensional Materials Index
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

JHMAPrice Chart


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JHMAPerformance

The chart shows the growth of $10,000 invested in John Hancock Multifactor Materials ETF on Apr 14, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,777 for a total return of roughly 117.77%. All prices are adjusted for splits and dividends.


JHMA (John Hancock Multifactor Materials ETF)
Benchmark (S&P 500)

JHMAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.38%-2.17%
1M3.62%0.62%
6M7.12%6.95%
1Y18.02%22.39%
5Y14.37%17.61%
10Y18.27%16.71%

JHMAMonthly Returns Heatmap


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JHMASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current John Hancock Multifactor Materials ETF Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


JHMA (John Hancock Multifactor Materials ETF)
Benchmark (S&P 500)

JHMADividends

John Hancock Multifactor Materials ETF granted a 1.49% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $0.73 per share.


PeriodTTM202120202019201820172016
Dividend$0.73$0.73$0.61$0.64$0.50$0.42$0.32

Dividend yield

1.49%1.48%1.55%1.90%1.86%1.26%1.20%

JHMADrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


JHMA (John Hancock Multifactor Materials ETF)
Benchmark (S&P 500)

JHMAWorst Drawdowns

The table below shows the maximum drawdowns of the John Hancock Multifactor Materials ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the John Hancock Multifactor Materials ETF is 43.13%, recorded on Mar 23, 2020. It took 140 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.13%Jan 29, 2018489Mar 23, 2020140Oct 9, 2020629
-12.38%May 18, 202188Sep 21, 202174Jan 5, 2022162
-8.98%Jan 13, 202112Jan 29, 202117Feb 24, 202129
-7.15%Dec 9, 201611Jan 3, 201719Feb 13, 201730
-6.52%Oct 19, 20208Oct 28, 20204Nov 3, 202012
-5.95%Jul 22, 201615Oct 11, 20166Nov 10, 201621
-3.94%Apr 27, 20179May 18, 201712Jul 12, 201721
-3.88%Jun 21, 20163Jun 27, 20162Jul 18, 20165
-3.83%Jul 28, 20176Aug 11, 20178Sep 14, 201714
-3.67%Mar 16, 20216Mar 23, 20213Mar 26, 20219

JHMAVolatility Chart

Current John Hancock Multifactor Materials ETF volatility is 15.61%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


JHMA (John Hancock Multifactor Materials ETF)
Benchmark (S&P 500)

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