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JHancock Multifactor Materials ETF (JHMA)
NYSEArca - Nasdaq Real-time price. Currency in USD
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40.71
-0.15
(-0.36%)
As of 01:48PM EDT. Market open.
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JHMA
Category average
5 years
JHMA
Category average
10 years
JHMA
Category average
Alpha
3.09
2.15
0.15
0.9
0
-3.28
BETA
1.16
1.07
1.18
1.21
0
1.21
Mean annual return
0.78
0.66
0.57
1.11
0
0.61
R-squared
82.38
59.84
83.22
70.82
0
65.12
Standard deviation
24.79
23.7
22.22
26.06
0
22.81
Sharpe ratio
0.24
0.19
0.35
0.42
0
0.26
Treynor ratio
5.08
2.99
2.73
6.7
0
2.74
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