Summary
JHML
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 26.67% 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: 03/06/2026

Current price: $89.13

Expense ratio: 0.29%

Assets under management
$1.1B
-0.30% 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

4.79%

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

9.42%

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

11.80%

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

26.67%

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

42.40%

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

74.95%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.097%

Best day

2.77%

31/03/2026
Worst day

-2.508%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $89.40 $89.44 $89.13 $89.13 41,000
02/06/2026 $88.98 $89.53 $88.98 $89.53 19,300
01/06/2026 $88.61 $89.20 $88.61 $89.04 21,200
29/05/2026 $88.83 $89.03 $88.76 $88.94 55,800
28/05/2026 $88.30 $88.82 $88.22 $88.75 16,700
27/05/2026 $88.49 $88.58 $88.20 $88.36 16,100
26/05/2026 $88.37 $88.56 $88.25 $88.42 17,700
22/05/2026 $87.69 $87.95 $87.64 $87.73 15,400
21/05/2026 $86.62 $87.35 $86.62 $87.22 21,300
20/05/2026 $86.22 $86.97 $86.18 $86.95 18,400