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JHancock Multifactor Developed Intl ETF (JHMD)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 03:58PM EDT
Risk statistics
3 yearsJHMDCategory average
5 yearsJHMDCategory average
10 yearsJHMDCategory average
Alpha
2.860.82
1.130.46
00.35
BETA
11.01
11
00.98
Mean annual return
0.380.21
0.630.58
00.44
R-squared
96.3192.68
96.293.39
092.45
Standard deviation
16.6917.15
17.8618.19
015.36
Sharpe ratio
0.09-0.03
0.30.26
00.25
Treynor ratio
0.08-1.92
3.963.24
02.76
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