Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHMI (John Hancock Multifactor Industrials 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 |
|---|---|---|
| JHMI (John Hancock Multifactor Industrials 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 | 27.80 | 13.13 | 32.71 | -11.90 | 24.23 | 15.39 |
| Sharpe Ratio | NA | -0.75 | 0.21 | 0.28 | NA | NA | NA | … | … | -0.95 | 1.76 | 0.33 | 2.06 | -0.71 | 2.44 | 1.44 |
| Standard Deviation(%) | NA | 23.06 | 27.41 | 23.84 | NA | NA | NA | … | … | 23.87 | 15.81 | 38.87 | 15.21 | 18.69 | 9.72 | 14.05 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 6.68 | 41.91 | 9.08 | 23.21 | 4.55 | 2.76 |
| Yield(%) | 0.00 | 0.93 | 1.27 | 1.50 | 1.13 | 0.75 | 0.57 | … | … | 0.48 | 1.15 | 1.07 | 1.68 | 1.74 | 1.09 | 0.71 |
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 |
|---|---|---|---|---|
| JHMI (John Hancock Multifactor Industrials ETF) |
-0.22%
Mar 2017 – Mar 2020 |
6.89%
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 |
|---|---|---|---|---|
| JHMI (John Hancock Multifactor Industrials ETF) |
24.26%
Dec 2018 – Dec 2021 |
17.40%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart