Summary
JHEM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 23.04% Volatility 18.89% Sharpe 1.44
Official loaded data — not a live quote.

JOHN HANCOCK MULTIFACTOR EMERGING MARKETS ETF

Symbol: JHEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 27/09/2018

Latest date: 15/10/2026

Current price: $38.66

Expense ratio: 0.49%

Assets under management
$980.7M
1.52% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.18%

Ann. -57.94% (Sharpe / Sortino numerator)

Volatility

32.07%

Sharpe ratio

-1.920

VaR 95%

-3.15%

CVaR 95%: -3.93%
Max drawdown: -6.75%
Sortino ratio: -2.771
Calmar ratio: -8.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.72%

Ann. 6.95% (Sharpe / Sortino numerator)

Volatility

23.69%

Sharpe ratio

0.140

VaR 95%

-2.73%

CVaR 95%: -3.37%
Max drawdown: -12.34%
Sortino ratio: 0.185
Calmar ratio: 0.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.02%

Ann. 17.81% (Sharpe / Sortino numerator)

Volatility

19.96%

Sharpe ratio

0.710

VaR 95%

-2.09%

CVaR 95%: -3.05%
Max drawdown: -12.34%
Sortino ratio: 0.912
Calmar ratio: 1.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.04%

Ann. 30.77% (Sharpe / Sortino numerator)

Volatility

18.89%

Sharpe ratio

1.437

VaR 95%

-1.87%

CVaR 95%: -2.92%
Max drawdown: -12.34%
Sortino ratio: 1.805
Calmar ratio: 2.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

44.10%

Ann. 17.73% (Sharpe / Sortino numerator)

Volatility

17.18%

Sharpe ratio

0.821

VaR 95%

-1.74%

CVaR 95%: -2.55%
Max drawdown: -18.18%
Sortino ratio: 1.095
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

74.20%

Ann. 15.33% (Sharpe / Sortino numerator)

Volatility

16.13%

Sharpe ratio

0.726

VaR 95%

-1.58%

CVaR 95%: -2.34%
Max drawdown: -18.18%
Sortino ratio: 1.015
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.093%

Best day

5.191%

08/04/2026
Worst day

-6.151%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $38.08 $38.66 $38.02 $38.66 14,400
14/10/2026 $38.96 $39.04 $38.72 $38.77 15,800
13/10/2026 $39.27 $39.51 $39.27 $39.51 16,400
12/10/2026 $39.64 $39.64 $39.47 $39.56 10,100
09/10/2026 $39.68 $39.79 $39.64 $39.75 19,400
08/10/2026 $39.49 $39.49 $39.14 $39.32 14,900
07/10/2026 $39.78 $40.02 $39.78 $39.91 26,500
06/10/2026 $40.71 $40.71 $40.42 $40.47 81,400
05/10/2026 $40.45 $40.68 $40.40 $40.59 43,200
02/10/2026 $39.92 $40.08 $39.78 $40.08 121,800