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JHancock Multifactor Small Cap ETF (JHSC)
NYSEArca - Nasdaq Real-time price. Currency in USD
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36.85
+0.09
(+0.25%)
At close: 03:40PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JHSC
Category average
5 years
JHSC
Category average
10 years
JHSC
Category average
Alpha
-5.54
-7.29
-5.85
-5.88
0
-5.16
BETA
1.03
1
1.11
1.12
0
1.12
Mean annual return
0.45
0.29
1.01
1.02
0
0.79
R-squared
80.41
75.25
82.28
77.36
0
74.69
Standard deviation
20.38
20.6
22.24
23.2
0
19.86
Sharpe ratio
0.11
0.01
0.44
0.43
0
0.4
Treynor ratio
0.16
-1.83
7
6.88
0
5.48
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