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John Hancock Multifactor Financials ETF (JHMF)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 03:47PM EDT
Risk statistics
3 yearsJHMFCategory average
5 yearsJHMFCategory average
10 yearsJHMFCategory average
Alpha
0.97-2.12
1.27-2.09
00.24
BETA
1.171.02
1.171.16
01.12
Mean annual return
0.610.36
0.661.01
00.86
R-squared
84.6358.44
84.865.68
061.64
Standard deviation
24.7622.87
21.8125.51
021.36
Sharpe ratio
2.30.08
2.440.41
00.42
Treynor ratio
3.15-0.9
3.766.28
06.26
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