Performance analysis of JHML (JOHN HANCOCK MULTIFACTOR LARGE CAP ETF)
Annual Return
Over the past 3 years, JHML has had an average annual return of +20.38%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JHML has had an average annual return of +11.90%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, JHML has had an average annual return of +14.24%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Sep 30, 2015, JHML has had an average annual return of +14.27%, underperforming the benchmark SPY, which returned +15.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.62% | +15.91% | +19.84% | +21.15% | -15.94% | +26.89% | +17% | +30.95% | -6.43% | +21.51% | +11.99% | +6.38% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.35% | +0.79% | -4.99% | +9.03% | +4.22% | +0.21% | +11.62% | ||||||
| 2025 | +3.64% | -1.56% | -5.12% | -1.35% | +5.80% | +4.78% | +1.77% | +2.24% | +2.69% | +1.29% | +0.96% | +0.22% | +15.91% |
| 2024 | +0.95% | +4.93% | +3.95% | -4.55% | +3.79% | +1.86% | +2.53% | +2.24% | +1.90% | -0.94% | +6.49% | -4.28% | +19.84% |
| 2023 | +6.25% | -2.50% | +1.51% | +0.87% | -1.11% | +6.95% | +3.21% | -2.01% | -4.48% | -2.77% | +9.12% | +5.38% | +21.15% |
| 2022 | -5.62% | -2.19% | +3.35% | -7.99% | +0.48% | -8.55% | +8.66% | -3.45% | -9.18% | +8.71% | +6.15% | -5.23% | -15.94% |
| 2021 | -1.07% | +3.71% | +4.64% | +5% | +0.82% | +1.63% | +1.98% | +2.65% | -4.51% | +6.38% | -1.53% | +4.92% | +26.89% |
| 2020 | -0.51% | -8.56% | -14.45% | +12.81% | +5.50% | +1.42% | +5.68% | +6% | -2.82% | -1.68% | +11.76% | +4.11% | +17% |
| 2019 | +8.43% | +3.65% | +1.22% | +4.11% | -6.48% | +7.34% | +1.59% | -2.08% | +2.23% | +1.75% | +3.76% | +2.59% | +30.95% |
| 2018 | +5.06% | -3.86% | -1.68% | -0.15% | +2.15% | +0.57% | +3.49% | +2.83% | +0.10% | -6.87% | +1.89% | -9.14% | -6.43% |
| 2017 | +2.10% | +3.90% | +0.00791% | +0.90% | +1.16% | +1.14% | +1.44% | +0.02% | +2.27% | +2.18% | +3.46% | +1.15% | +21.51% |
Drawdown analysis of JHML (JOHN HANCOCK MULTIFACTOR LARGE CAP ETF)
The maximum drawdown for the JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current JHML drawdown is -0.45%.
Since Sep 30, 2015 JHML has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.13% | Feb 19, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -23.46% | Jan 4, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -19.78% | Sep 21, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -18.21% | Feb 19, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
| -13.78% | Nov 3, 2015 | 68 | Feb 11, 2016 | 45 | Apr 18, 2016 | 113 |
| -9.80% | Jan 26, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -8.55% | Sep 2, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.95% | Feb 9, 2026 | 34 | Mar 30, 2026 | 10 | Apr 14, 2026 | 44 |
| -7.56% | Jul 16, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -6.90% | Oct 12, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -6.57% | May 3, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
| -6.29% | Jul 26, 2019 | 13 | Aug 14, 2019 | 51 | Oct 25, 2019 | 64 |
| -5.90% | Jun 8, 2016 | 13 | Jun 27, 2016 | 8 | Jul 8, 2016 | 21 |
| -5.57% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.27% | Dec 4, 2024 | 24 | Jan 10, 2025 | 26 | Feb 19, 2025 | 50 |
| -5.25% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -5.02% | Sep 2, 2021 | 21 | Oct 4, 2021 | 12 | Oct 20, 2021 | 33 |
| -4.66% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -4.23% | Sep 7, 2016 | 41 | Nov 3, 2016 | 8 | Nov 15, 2016 | 49 |
| -3.99% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.97% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -3.95% | Feb 24, 2021 | 6 | Mar 4, 2021 | 5 | Mar 11, 2021 | 11 |
| -3.95% | Jan 20, 2021 | 7 | Jan 29, 2021 | 4 | Feb 4, 2021 | 11 |
| -3.35% | Jan 17, 2020 | 9 | Jan 31, 2020 | 3 | Feb 5, 2020 | 12 |
| -3.09% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |