JOHN HANCOCK MULTIFACTOR LARGE CAP ETF
Symbol: JHML
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 28/09/2015
Latest date: 15/10/2026
Current price: $90.80
Expense ratio: 0.29%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.76%
Ann. -37.17% (Sharpe / Sortino numerator)
Volatility
17.25%
Sharpe ratio
-2.365
VaR 95%
-1.53%
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
1.65%
Ann. -6.44% (Sharpe / Sortino numerator)
Volatility
13.97%
Sharpe ratio
-0.721
VaR 95%
-1.51%
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
9.56%
Ann. 1.79% (Sharpe / Sortino numerator)
Volatility
12.97%
Sharpe ratio
-0.142
VaR 95%
-1.49%
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
17.31%
Ann. 16.96% (Sharpe / Sortino numerator)
Volatility
17.50%
Sharpe ratio
0.762
VaR 95%
-1.50%
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
32.24%
Ann. 12.36% (Sharpe / Sortino numerator)
Volatility
15.41%
Sharpe ratio
0.566
VaR 95%
-1.51%
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
74.87%
Ann. 16.58% (Sharpe / Sortino numerator)
Volatility
14.16%
Sharpe ratio
0.915
VaR 95%
-1.43%
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.
Average daily return
0.066%
Best day
2.771%
Worst day
-2.322%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $90.07 | $90.81 | $90.01 | $90.80 | 20,600 |
| 14/10/2026 | $90.72 | $90.75 | $89.95 | $90.22 | 17,200 |
| 13/10/2026 | $91.10 | $91.17 | $90.77 | $91.07 | 28,000 |
| 12/10/2026 | $91.19 | $91.20 | $90.98 | $91.09 | 30,400 |
| 09/10/2026 | $90.78 | $91.17 | $90.78 | $91.07 | 13,000 |
| 08/10/2026 | $90.36 | $90.69 | $90.17 | $90.51 | 16,100 |
| 07/10/2026 | $90.62 | $90.73 | $90.34 | $90.61 | 13,100 |
| 06/10/2026 | $90.87 | $91.36 | $90.87 | $91.06 | 21,900 |
| 05/10/2026 | $90.04 | $90.78 | $90.00 | $90.64 | 41,500 |
| 02/10/2026 | $90.06 | $90.25 | $89.88 | $90.01 | 11,800 |