JOHN HANCOCK MULTIFACTOR MID CAP ETF
Free full Seasonality data:
JHMM vs SPY 1 Year Daily ReturnsJHMM has a beta of 0.91. In the past year, JHMM has been less volatile than the S&P500.
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JHMM Historical BetaSince 2024-08-07, the beta for JHMM changed by -0.05 and had an average of 0.93.
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JHMM Sharpe RatioJHMM has a 1 year sharpe of 0.33 which is -0.01 compared to the S&P500.
Display:
1y
Timeframe:
1y
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JHMM Daily P/L Normal DistributionJHMM has a P/L mean of 0.03% and a std dev of 1.29%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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JHMM 1 Year DrawdownJHMM had a max drawdown of 22.35% in the previous year.
1y
JHMM Yearly Drawdown DurationJHMM has an average drawdown duration of 12.65 days every year.