C000160566 Performance — John Hancock Multifactor Financials ETF
Data updated: 2022-09-28
C000160566 returned −7.96% over one year to Jul 2022. The annualised 3-year return is +7.51%. The fund beat its Global Financials Equity category average: $100 invested three years ago grew to $124, against $111 for the category, and to $92 over one year, against $87. Volatility over the past three years was 24.41% a year. In the 12 months to Jul 2022 the fund lost a net $13.2M, and assets reached $22.35M.
C000160566 Growth of $100
What $100 invested in John Hancock Multifactor Financials ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Financials Equity category average over the same months.
| Period | C000160566 | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $92 | $87 |
| 3 years (Aug 2019 – Jul 2022) | $124 | $111 |
C000160566 Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −7.96% |
| 3 years (annualised) | +7.51% |
C000160566 Annual Returns
Calendar-year total returns of John Hancock Multifactor Financials ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −12.29% |
| 2021 | +28.51% |
| 2020 | +2.79% |
| 2019 (Aug–Dec) | +7.25% |
C000160566 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −0.3% | −1.7% | −0.3% | −9.0% | +3.1% | −10.5% | +7.0% | — | — | — | — | — |
| 2021 | −2.7% | +11.0% | +4.7% | +7.4% | +2.7% | −2.2% | +0.4% | +3.9% | −2.1% | +5.4% | −5.8% | +3.9% |
| 2020 | −1.2% | −10.8% | −22.6% | +11.5% | +5.0% | +1.2% | +3.4% | +4.1% | −3.7% | −0.9% | +16.0% | +6.9% |
| 2019 | — | — | — | — | — | — | — | −4.2% | +3.2% | +1.5% | +5.0% | +1.8% |
C000160566 Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 24.41%
- 3-year Sharpe ratio: 0.12 (vs 4.5% risk-free rate)
- Best month: +16.04% (Nov 2020)
- Worst month: −22.61% (Mar 2020)
C000160566 Fund Flows
Monthly money in and out of John Hancock Multifactor Financials ETF, from SEC Form N-PORT.
- 12-month net flow: −$13.2M
- 12-month gross sales (incl. reinvestments): $3.6M
- Sales ÷ redemptions: 0.21×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $0 | $437K | −$437K |
| Jun 2022 | $0 | $885K | −$885K |
| May 2022 | $0 | $1.3M | −$1.3M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $974K | $2.0M | −$1.0M |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $10.6M | −$10.6M |
| Nov 2021 | $1.0M | $0 | $1.0M |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $1.6M | $1.6M | $5K |
| Aug 2021 | $0 | $0 | $0 |
C000160566 Assets Under Management
Net assets of John Hancock Multifactor Financials ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $22.35M |
| 2022-04-30 | $25.64M |
| 2022-01-31 | $29.81M |
| 2021-10-31 | $41.13M |
| 2021-07-31 | $38.37M |
| 2021-04-30 | $37.28M |
| 2021-01-31 | $28.65M |
| 2020-10-31 | $24.99M |
| 2020-07-31 | $27.88M |
| 2020-04-30 | $30.36M |
| 2020-01-31 | $34.98M |
| 2019-10-31 | $48.36M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.