JHMA John Hancock Multifactor Materials ETF

*Unless otherwise stated, data provided by FactSet.

JHMA Fund Description

JHMA tracks an index of large- and mid-cap US equities from the materials sector. The index selects stocks by market caps and weights them by multiple factors: size, value, profitability and momentum.

JHMA Factset Analytics Insight

The security is being delisted. The last day of trading is October 24, 2022. JHMA offers multi-factor exposure to the US materials sector. The fund selects stocks by market cap, pulling materials names from the largest 1,000 US stocks—effectively lopping off small-caps. The fund’s factors—size, value (also called relative price) and profitability—are not used in selection, and serve to modify rather than completely replace market-cap weighting. The size factor breaks the eligible universe into three buckets, with the smallest funds (ranked 201 to 1000 by size) receiving the largest overweight, expect a bias to mid-caps rather than small-caps. The value factor relies on price/book as a signal and groups stocks accordingly into 5 buckets. Stocks with the lowest valuation receive the greatest overweight. The profitability factor (operating profit to book value) is treated in the same manner as the value factor. The momentum factor, based on 11-month returns, serves as a kind of spoiler, wherein smaller low-momentum stocks are barred from receiving an overweight they might otherwise earn.

PERFORMANCE [as of 10/05/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMA -- -- -- -- -- -- --
JHMA (NAV) -4.37% -0.53% -18.07% -9.45% 9.91% 5.29% --
John Hancock Dimensional Materials Index -4.34% -0.43% -17.78% -9.02% 10.23% 5.66% 8.06%
MSCI USA IMI Materials -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMA Summary Data

John Hancock
03/28/16
Open-Ended Fund
0.40%
$15.81M
$52.79K
0.24%
FXZ, RTM, XLB, VAW, IYM

JHMA Portfolio Data

$29.54B
8.54
2.36
2.04%
N/A
56

JHMA Index Data

Multi-Factor
Market Cap
MSCI USA IMI Materials

JHMA Portfolio Management

0.40%
-0.44%
3.59%
-0.59%

JHMA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMA Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Closing
Daily

JHMA Factset Analytics Block Liquidity

As of 10/06/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JHMA. JHMA is rated a 4 out of 5.

JHMA Tradability

1,252
$52.79K
262
$11.36K
0.24%
$0.11
-0.08%
0.65% / -1.88%
None
100.00%
10,000
0.03
0.07%
0.01%
0
$40.19
4

JHMA Sector/Industry Breakdown


JHMA
Segment Benchmark
64.72%
--
27.39%
--
3.62%
--
2.81%
--
0.79%
--
0.66%
--
-0.00%
--

JHMA Countries


JHMA
Segment Benchmark
99.65%
--

JHMA Regions


JHMA
Segment Benchmark
99.65%
--

JHMA Economic Development


JHMA
Segment Benchmark
99.65%
--
0.00%
--

JHMA Performance Statistics

--
--
--
--
--
MSCI USA IMI Materials

JHMA Benchmark Comparison Holdings

56
--
--
--

JHMA Benchmark Comparison Summary


JHMA
Segment Benchmark
56
--
$29.54B
--
8.54
--
2.36
--
2.10%
--
Medium
--

JHMA Benchmark Comparison Market Cap Size


JHMA
Segment Benchmark
69.47%
--
30.18%
--
0.00%
--
0.00%
--