Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JHMS (John Hancock Multifactor Consumer Staples ETF) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 03/30/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JHMS (John Hancock Multifactor Consumer Staples ETF) | 03/30/2016 | 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 | 18.25 | 10.20 | 25.27 | -8.78 | 12.49 | 0.98 |
| Sharpe Ratio | NA | 0.09 | 0.49 | 0.50 | NA | NA | NA | … | … | -0.33 | 1.61 | 0.37 | 2.34 | -0.70 | 1.39 | 0.06 |
| Standard Deviation(%) | NA | 16.94 | 19.13 | 16.93 | NA | NA | NA | … | … | 17.31 | 11.31 | 26.69 | 10.18 | 14.45 | 8.54 | 17.81 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 5.00 | 24.47 | 4.61 | 15.41 | 6.14 | 13.70 |
| Yield(%) | 0.00 | 1.70 | 2.35 | 2.56 | 1.53 | 1.02 | 0.77 | … | … | 0.61 | 2.18 | 2.50 | 2.70 | 2.65 | 1.77 | 1.39 |
Data as of 11/11/2022, Common starting date is 03/30/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMS (John Hancock Multifactor Consumer Staples ETF) |
1.81%
Mar 2017 – Mar 2020 |
7.49%
Jul 2016 – Jul 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JHMS (John Hancock Multifactor Consumer Staples ETF) |
17.75%
Dec 2018 – Dec 2021 |
10.87%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart