NYSEArca - Delayed Quote USD

John Hancock Multifactor Mid Cap ETF (JHMM)

53.58 +0.11 (+0.21%)
At close: 4:00 PM EDT
53.17 -0.41 (-0.77%)
After hours: 4:05 PM EDT

ETF Summary

The fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in securities that compose the fund's index. The index is designed to comprise a subset of securities in the U.S. Universe issued by companies whose market capitalizations are between the 200th and 951st largest U.S. company at the time of reconstitution.

Risk Overview

Performance & Risk

YTD Return 1.54%
5y Average Return 9.28%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
JHMMCategory AverageJHMMCategory AverageJHMMCategory Average
Alpha -4.66 -4.28 -3.81 -3.96 0 -3.98
BETA 1.03 0.99 1.09 1.06 0 1.07
Mean Annual Return 0.68 0.67 1.1 1.06 0 0.86
R-squared 87.6 82.24 89.46 84.27 0 82.81
Standard Deviation 19.41 19.14 21.14 21.31 0 17.9
Sharpe Ratio 0.27 0.27 0.52 0.5 0 0.5
Treynor Ratio 3.38 3.6 8.58 8.26 0 7.09

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