JHML
JHancock Multifactor Large Cap ETF
NAV as of
4 Week: 52.80 - 55.73
52 Week: 45.43 - 56.65
Latest Closing Price
53.02
Premium / Discount
-0.02
Expense Ratio
0.29%
Investment Objective
The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap Index. The fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in securities that compose the fund's index. The index is designed to comprise a subset of securities in the U.S. Universe issued by companies whose market capitalizations are larger than that of the 801st largest U.S. company at the time of reconstitution.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 7.65 | 0.83 | 9.25 |
| 1 Day | -0.26 | 0.00 | 0.00 |
| 1 Week | -0.60 | 1.82 | -0.33 |
| 1 Month | -4.37 | 2.90 | -1.50 |
| 3 Months | -2.39 | 5.08 | -0.47 |
| 6 Months | 4.47 | 7.75 | 0.58 |
| 1 Year | 15.24 | 16.53 | 0.92 |
| 2 Years | -3.76 | 26.74 | -0.14 |
| 3 Years | 28.01 | 29.97 | 0.93 |
| 5 Years | 41.31 | 48.46 | 0.85 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 12.6712 | 21.2399 | -6.3352 | 31.2037 | 16.8237 | 26.8793 | -15.9418 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 20.0000 | 43.0000 | 59.0000 | 31.0000 | 50.0000 | 48.0000 | 35.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 22/12/2016 | 29/12/2016 | 0.2295 |
| 23/06/2016 | 29/06/2016 | 0.1654 |
Portfolio Data
Total Number of Holdings: 774
Number of Bond Holdings: 0
Number of Equity Holdings: 771
Total Market Value: 745,806,530
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Apple Inc | 3.2111 | 118,564 | -1,016 | 29,493,981 |
| 2 | Microsoft Corp | 2.3315 | 149,370 | -1,280 | 21,415,177 |
| 3 | Amazon.com Inc | 1.5199 | 7,858 | -55 | 13,960,994 |
| 4 | Alphabet Inc A | 1.3416 | 9,789 | -80 | 12,322,393 |
| 5 | JPMorgan Chase & Co | 1.1349 | 83,450 | -577 | 10,424,574 |
| 6 | Berkshire Hathaway Inc B | 1.0507 | 45,400 | -392 | 9,651,132 |
| 7 | Facebook Inc A | 0.9159 | 43,897 | -376 | 8,412,860 |
| 8 | Johnson & Johnson | 0.8972 | 62,410 | -536 | 8,240,616 |
| 9 | Intel Corp | 0.7907 | 128,472 | -1,104 | 7,262,522 |
| 10 | Jh Collateral | 0.7870 | 722,316 | -172,527 | 7,228,938 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 29.18 |
| Large | 31.95 |
| Medium | 37.38 |
| Small | 1.35 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
17.7512
Price/Book*
3.0362
Price/Sales*
1.7025
Price/Cash Flow*
11.3471
Dividend Yield*
1.8730
Growth Measures
Long-Term Earnings
11.7763
Historical Earnings
15.1545
Sales Growth
12.0037
Cash-Flow Growth
6.9005
Book-Value Growth
3.8111
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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