JOHN HANCOCK MULTIFACTOR LARGE CAP ETF
Symbol: JHML
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 28/09/2015
Latest Date: 20/04/2026
Current Price: $84.61
Expense Ratio: 0.29%
Assets Under Management
$1.0B
0.19% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
7.80%
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
5.35%
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
8.63%
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
37.64%
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
40.40%
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
68.79%
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: 21/04/2025 - 20/04/2026.
Average Daily Return
0.133%
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 |
|---|---|---|---|---|---|
| 20/04/2026 | $84.45 | $84.67 | $84.39 | $84.61 | 15,900 |
| 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 |