JOHN HANCOCK MULTIFACTOR LARGE CAP ETF

Symbol: JHML

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception Date: 28/09/2015

Latest Date: 17/04/2026

Current Price: $84.60

Expense Ratio: 0.29%

Assets Under Management
$1.0B
0.59% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

7.32%

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
Return

5.34%

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
Return

8.10%

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
Return

34.55%

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
Return

40.79%

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
Return

67.87%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.124%

Best Day

3.164%

12/05/2025
Worst Day

-2.508%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $84.10 $84.88 $84.10 $84.60 29,300
16/04/2026 $83.45 $83.62 $83.25 $83.55 18,400
15/04/2026 $82.98 $83.31 $82.86 $83.24 17,300
14/04/2026 $82.42 $82.98 $82.42 $82.96 28,000
13/04/2026 $81.19 $82.26 $81.19 $82.26 21,100
10/04/2026 $81.86 $81.86 $81.38 $81.41 13,300
02/04/2026 $77.84 $78.92 $77.68 $78.92 21,200
01/04/2026 $78.57 $79.17 $78.57 $78.79 14,400
31/03/2026 $77.03 $78.27 $77.03 $78.27 71,900
30/03/2026 $77.15 $77.15 $75.90 $76.16 11,800