Summary
JHMM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 14.22% Volatility 19.46% Sharpe 0.72
Official loaded data — not a live quote.

JOHN HANCOCK MULTIFACTOR MID CAP ETF

Symbol: JHMM

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 28/09/2015

Latest date: 15/10/2026

Current price: $73.03

Expense ratio: 0.41%

Assets under management
$5.9B
1.05% 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

0.11%

Ann. -42.33% (Sharpe / Sortino numerator)

Volatility

19.68%

Sharpe ratio

-2.336

VaR 95%

-1.92%

CVaR 95%: -1.93%
Max drawdown: -7.07%
Sortino ratio: -4.426
Calmar ratio: -5.99

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

-1.00%

Ann. 8.59% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

0.303

VaR 95%

-1.65%

CVaR 95%: -1.85%
Max drawdown: -8.64%
Sortino ratio: 0.485
Calmar ratio: 0.99

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

4.02%

Ann. 10.03% (Sharpe / Sortino numerator)

Volatility

15.51%

Sharpe ratio

0.413

VaR 95%

-1.61%

CVaR 95%: -1.96%
Max drawdown: -8.64%
Sortino ratio: 0.643
Calmar ratio: 1.16

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

14.22%

Ann. 17.58% (Sharpe / Sortino numerator)

Volatility

19.46%

Sharpe ratio

0.717

VaR 95%

-1.59%

CVaR 95%: -2.76%
Max drawdown: -8.64%
Sortino ratio: 0.937
Calmar ratio: 2.03

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

22.29%

Ann. 10.73% (Sharpe / Sortino numerator)

Volatility

17.32%

Sharpe ratio

0.410

VaR 95%

-1.64%

CVaR 95%: -2.42%
Max drawdown: -21.88%
Sortino ratio: 0.568
Calmar ratio: 0.49

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

59.77%

Ann. 13.54% (Sharpe / Sortino numerator)

Volatility

16.35%

Sharpe ratio

0.606

VaR 95%

-1.59%

CVaR 95%: -2.22%
Max drawdown: -21.88%
Sortino ratio: 0.873
Calmar ratio: 0.62

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

0.057%

Best day

2.826%

08/04/2026
Worst day

-1.919%

06/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $72.27 $73.03 $71.90 $73.03 181,600
14/10/2026 $72.49 $72.66 $71.70 $72.14 325,300
13/10/2026 $72.95 $73.07 $72.41 $72.95 159,900
12/10/2026 $73.16 $73.16 $72.80 $72.89 154,000
09/10/2026 $73.00 $73.22 $72.62 $73.12 176,900
08/10/2026 $72.16 $72.69 $71.94 $72.67 261,900
07/10/2026 $72.76 $72.88 $72.16 $72.43 198,600
06/10/2026 $73.42 $73.66 $73.25 $73.37 468,400
05/10/2026 $72.69 $73.35 $72.28 $73.12 277,800
02/10/2026 $72.60 $72.96 $72.50 $72.64 297,000