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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.50%
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
4.69%
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
10.30%
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
19.97%
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
35.50%
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
62.65%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.076%
Best day
2.771%
Worst day
-2.508%
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 |