JOHN HANCOCK MULTIFACTOR EMERGING MARKETS ETF
Symbol: JHEM
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Diversified Emerging Mkts
Inception Date: 27/09/2018
Latest Date: 20/04/2026
Current Price: $37.66
Expense Ratio: 0.49%
Assets Under Management
$748.1M
0.09% 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
8.76%
Volatility
32.07%
Sharpe Ratio
-1.920
VaR 95%
-3.15%
CVaR 95%:
-3.93%
Max Drawdown:
-6.75%
Sortino Ratio:
-2.771
Calmar Ratio:
-8.59
Return
10.29%
Volatility
23.69%
Sharpe Ratio
0.140
VaR 95%
-2.73%
CVaR 95%:
-3.37%
Max Drawdown:
-12.34%
Sortino Ratio:
0.185
Calmar Ratio:
0.56
Return
18.09%
Volatility
19.96%
Sharpe Ratio
0.710
VaR 95%
-2.09%
CVaR 95%:
-3.05%
Max Drawdown:
-12.34%
Sortino Ratio:
0.912
Calmar Ratio:
1.44
Return
49.91%
Volatility
18.89%
Sharpe Ratio
1.437
VaR 95%
-1.87%
CVaR 95%:
-2.92%
Max Drawdown:
-12.34%
Sortino Ratio:
1.805
Calmar Ratio:
2.49
Return
56.17%
Volatility
17.18%
Sharpe Ratio
0.821
VaR 95%
-1.74%
CVaR 95%:
-2.55%
Max Drawdown:
-18.18%
Sortino Ratio:
1.095
Calmar Ratio:
0.98
Return
69.57%
Volatility
16.13%
Sharpe Ratio
0.726
VaR 95%
-1.58%
CVaR 95%:
-2.34%
Max Drawdown:
-18.18%
Sortino Ratio:
1.015
Calmar Ratio:
0.84
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 21/04/2025 - 20/04/2026.
Average Daily Return
0.171%
Best Day
6.06%
10/04/2026
Worst Day
-4.571%
03/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/04/2026 | $37.63 | $37.73 | $37.44 | $37.66 | 18,423 |
| 17/04/2026 | $37.85 | $38.25 | $37.84 | $37.93 | 22,300 |
| 16/04/2026 | $37.21 | $37.36 | $37.18 | $37.20 | 570,800 |
| 15/04/2026 | $36.96 | $37.04 | $36.91 | $37.00 | 13,400 |
| 14/04/2026 | $36.93 | $37.10 | $36.93 | $37.02 | 18,800 |
| 13/04/2026 | $35.94 | $36.59 | $35.94 | $36.54 | 120,600 |
| 10/04/2026 | $36.27 | $36.40 | $36.13 | $36.23 | 20,900 |
| 02/04/2026 | $33.61 | $34.31 | $33.61 | $34.16 | 14,600 |
| 01/04/2026 | $34.28 | $34.62 | $34.28 | $34.42 | 1,190,800 |
| 31/03/2026 | $33.26 | $34.26 | $33.21 | $34.26 | 30,100 |