C000164924 Performance — John Hancock Multifactor Materials ETF
Data updated: 2022-09-28
C000164924 returned −3.52% over one year to Jul 2022. The annualised 3-year return is +12.42%. The fund beat its Global Multi-Cap Blend category average: $100 invested three years ago grew to $142, against $121 for the category, and to $96 over one year, against $91. Volatility over the past three years was 23.75% a year. In the 12 months to Jul 2022 the fund lost a net $11.3M, and assets reached $16.37M.
C000164924 Growth of $100
What $100 invested in John Hancock Multifactor Materials ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Blend category average over the same months.
| Period | C000164924 | Category average |
|---|---|---|
| 1 year (Aug 2021 – Jul 2022) | $96 | $91 |
| 3 years (Aug 2019 – Jul 2022) | $142 | $121 |
C000164924 Trailing Returns
Total returns to Jul 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −3.52% |
| 3 years (annualised) | +12.42% |
C000164924 Annual Returns
Calendar-year total returns of John Hancock Multifactor Materials ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jul) | −9.79% |
| 2021 | +25.94% |
| 2020 | +15.98% |
| 2019 (Aug–Dec) | +7.81% |
C000164924 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 | −5.9% | +2.1% | +6.1% | −3.7% | +0.1% | −15.3% | +8.5% | — | — | — | — | — |
| 2021 | −2.5% | +6.2% | +7.7% | +5.3% | +5.2% | −5.4% | +0.8% | +2.5% | −7.7% | +6.9% | −1.7% | +7.5% |
| 2020 | −6.9% | −9.0% | −16.8% | +13.9% | +7.0% | +1.9% | +5.1% | +5.7% | +1.4% | +1.2% | +12.4% | +3.3% |
| 2019 | — | — | — | — | — | — | — | −4.0% | +4.2% | +1.1% | +4.0% | +2.5% |
C000164924 Risk
Risk measures from monthly returns over Aug 2019 – Jul 2022.
- 3-year volatility (annualised): 23.75%
- 3-year Sharpe ratio: 0.33 (vs 4.5% risk-free rate)
- Best month: +13.88% (Apr 2020)
- Worst month: −16.82% (Mar 2020)
C000164924 Fund Flows
Monthly money in and out of John Hancock Multifactor Materials ETF, from SEC Form N-PORT.
- 12-month net flow: −$11.3M
- 12-month gross sales (incl. reinvestments): $1.4M
- Sales ÷ redemptions: 0.11×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $412K | −$412K |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $489K | $0 | $489K |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $495K | −$495K |
| Nov 2021 | $0 | $1.5M | −$1.5M |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $933K | $931K | $2K |
| Aug 2021 | $0 | $9.4M | −$9.4M |
C000164924 Assets Under Management
Net assets of John Hancock Multifactor Materials ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-07-31 | $16.37M |
| 2022-04-30 | $18.46M |
| 2022-01-31 | $17.24M |
| 2021-10-31 | $19.38M |
| 2021-07-31 | $28.49M |
| 2021-04-30 | $27.20M |
| 2021-01-31 | $25.70M |
| 2020-10-31 | $22.20M |
| 2020-07-31 | $20.46M |
| 2020-04-30 | $17.17M |
| 2020-01-31 | $19.91M |
| 2019-10-31 | $20.93M |
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.