Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHME (John Hancock Multifactor Energy ETF) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 03/29/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHME (John Hancock Multifactor Energy ETF) | 03/29/2016 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 58.51 | -36.32 | 9.96 | -21.41 | -0.44 | 25.42 |
| Sharpe Ratio | NA | 1.45 | 0.39 | 0.19 | NA | NA | NA | … | … | 1.84 | 1.82 | -0.57 | 0.37 | -0.90 | -0.07 | 1.54 |
| Standard Deviation(%) | NA | 37.79 | 46.35 | 39.04 | NA | NA | NA | … | … | 38.80 | 32.08 | 63.85 | 23.19 | 25.17 | 16.36 | 22.03 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 19.56 | 66.60 | 23.50 | 35.78 | 20.42 | 8.34 |
| Yield(%) | 0.00 | 3.34 | 3.74 | 2.69 | 1.74 | 1.16 | 0.87 | … | … | 1.71 | 4.00 | 2.08 | 6.13 | 1.77 | 1.76 | 1.18 |
Data as of 11/11/2022, Common starting date is 03/29/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHME (John Hancock Multifactor Energy ETF) |
-26.96%
Mar 2017 – Mar 2020 |
-4.60%
Apr 2016 – Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHME (John Hancock Multifactor Energy ETF) |
20.98%
Oct 2019 – Oct 2022 |
10.21%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart