JHML
JHancock Multifactor LargeCap ETF
$65.76
-0.01 (-0.02%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 902.556M |
| 52 Week High | 65.77 |
| 52 Week Low | 50.022 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0029 |
Overview
| 52 Week High | 65.77 |
|---|---|
| 52 Week Low | 50.02 |
| Market Cap | 902.56M |
| Shares Outstanding | 13.73M |
| Income Dividend Yield | 1.22% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.22% |
Returns Annualized
| One Day | -3.76% |
|---|---|
| Five Days | 82.57% |
| One Months | 38.08% |
| Three Months | 12.88% |
| Six Months | 28.16% |
| Nine Months | 35.19% |
| One Year | 22.72% |
| Three Years | 7.48% |
| Five Years | 13.13% |
| Ten Years | -999 |
| YTD | 25.45% |
| Since Inception | 13.45% |
Returns Total
| One Day | -0.02% |
|---|---|
| Five Days | 1.20% |
| One Month | 2.59% |
| Three Months | 3.02% |
| Six Months | 12.97% |
| Nine Months | 25.05% |
| One Year | 22.70% |
| Three Years | 24.03% |
| Five Years | 85.04% |
| Ten Years | -999 |
| YTD | 12.39% |
| Since Inception | 201.42% |
Yearly Returns
| 2024 | 12.39% |
|---|---|
| 2023 | 21.14% |
| 2022 | -15.94% |
| 2021 | 26.89% |
| 2020 | 17.00% |
| 2019 | 30.94% |
| 2018 | -6.43% |
| 2017 | 21.52% |
| 2016 | 11.97% |
| 2015 | 6.40% |
Risk against SP-DA
| Alpha | -4.40% |
|---|---|
| Beta | 0.93 |
| Correlation | 96.43% |
| Downside Deviation | 2.89% |
| Coefficient of determination | 92.99% |
| Standard Deviation | 3.11% |
| Sharpe Ratio | -0.56 |
| Sortino | -2.07 |
| Treynor | 18.62 |
| Ulcer Index | 3.19 |
| Ulcer Performance Index | -1.88 |