Summary
JHML
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.97% Volatility 17.50% Sharpe 0.76
Official loaded data — not a live quote.

JOHN HANCOCK MULTIFACTOR LARGE CAP ETF

Symbol: JHML

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 28/09/2015

Latest date: 20/07/2026

Current price: $88.19

Expense ratio: 0.29%

Assets under management
$1.2B
-0.72% 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

-0.50%

Ann. -37.17% (Sharpe / Sortino numerator)

Volatility

17.25%

Sharpe ratio

-2.365

VaR 95%

-1.53%

CVaR 95%: -1.54%
Max drawdown: -7.09%
Sortino ratio: -4.433
Calmar ratio: -5.24

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

4.69%

Ann. -6.44% (Sharpe / Sortino numerator)

Volatility

13.97%

Sharpe ratio

-0.721

VaR 95%

-1.51%

CVaR 95%: -1.61%
Max drawdown: -7.95%
Sortino ratio: -1.094
Calmar ratio: -0.81

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

10.30%

Ann. 1.79% (Sharpe / Sortino numerator)

Volatility

12.97%

Sharpe ratio

-0.142

VaR 95%

-1.49%

CVaR 95%: -1.71%
Max drawdown: -7.95%
Sortino ratio: -0.207
Calmar ratio: 0.22

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

19.97%

Ann. 16.96% (Sharpe / Sortino numerator)

Volatility

17.50%

Sharpe ratio

0.762

VaR 95%

-1.50%

CVaR 95%: -2.50%
Max drawdown: -7.95%
Sortino ratio: 0.957
Calmar ratio: 2.13

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

35.50%

Ann. 12.36% (Sharpe / Sortino numerator)

Volatility

15.41%

Sharpe ratio

0.566

VaR 95%

-1.51%

CVaR 95%: -2.22%
Max drawdown: -18.20%
Sortino ratio: 0.726
Calmar ratio: 0.68

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

62.65%

Ann. 16.58% (Sharpe / Sortino numerator)

Volatility

14.16%

Sharpe ratio

0.915

VaR 95%

-1.43%

CVaR 95%: -1.99%
Max drawdown: -18.20%
Sortino ratio: 1.224
Calmar ratio: 0.91

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.771%

31/03/2026
Worst day

-2.508%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $88.83 $88.83 $88.16 $88.19 15,000
17/07/2026 $88.36 $88.97 $88.17 $88.53 17,200
16/07/2026 $89.19 $89.51 $88.93 $89.24 10,500
15/07/2026 $89.59 $89.59 $88.96 $89.33 23,700
14/07/2026 $89.39 $89.62 $89.19 $89.34 76,500
13/07/2026 $89.41 $89.58 $89.00 $89.09 18,700
10/07/2026 $89.49 $89.67 $89.36 $89.59 95,100
09/07/2026 $88.91 $89.51 $88.91 $89.32 18,200
08/07/2026 $88.52 $88.62 $88.02 $88.55 20,800
07/07/2026 $89.45 $89.45 $88.82 $89.04 10,800