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John Hancock Multifactor Energy ETF (JHME)

34.55
+0.04
+(0.11%)
As of October 24 at 3:53:23 PM EDT. Market Open.

ETF Summary

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 securities in the energy sector within the U.S. Universe whose market capitalizations are larger than that of the 1001st largest U.S. company at the time of reconstitution. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 58.43%
5y Average Return 7.69%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.72
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
JHMECategory AverageJHMECategory AverageJHMECategory Average
Alpha 15.54 -1.4 4.37 13.22 0 -6.14
BETA 1.72 0.97 1.69 1.14 0 1.46
Mean Annual Return 2.05 0.54 1.12 2.54 0 0.58
R-squared 45.84 34.15 49 30.02 0 40.96
Standard Deviation 49.39 27.16 41.51 33.5 0 34.06
Sharpe Ratio 2.87 0.1 3.75 0.82 0 0.16
Treynor Ratio 6.95 0.32 1.96 23.07 0 -0.16

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