JHMA

John Hancock Multifactor Materials ETF
*Unless otherwise stated, data provided by FactSet.

JHMA Fund Description

JHMA tracks an index of large- and midcap 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

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 midcaps 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.

JHMA MSCI ESG Analytics Insight

John Hancock Multifactor Materials ETF has an MSCI ESG Fund Rating of AA based on a score of 8.39 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. John Hancock Multifactor Materials ETF ranks in the 91st percentile within its peer group and in the 86th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHMA MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMA 7.54% 4.14% 18.94% 32.94% 16.57% 14.40% --
JHMA (NAV) 6.69% 4.59% 19.34% 32.84% 16.99% 14.06% --
John Hancock Dimensional Materials Index 6.74% 4.70% 19.34% 32.95% 17.31% 14.45% 10.91%
Thomson Reuters US Basic Materials -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMA Summary Data

Manulife
John Hancock
03/28/16
Open-Ended Fund
0.40%
$19.37M
$27.83K
0.17%

JHMA Portfolio Data

$38.95B
19.01
3.23
1.39%
N/A
46

JHMA Index Data

Multi-Factor
Market Cap
Thomson Reuters US Basic Materials

JHMA Portfolio Management

0.40%
-0.16%
0.01%
-1.52%

JHMA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMA Fund Structure

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

JHMA Factset Analytics Block Liquidity

As of 10/25/21
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

635
$27.83K
430
$19.26K
0.17%
$0.08
0.03%
0.40% / -0.23%
None
100.00%
10,000
0.04
0.07%
0.01%
0
$47.33
4

JHMA Sector/Industry Breakdown


JHMA
Segment Benchmark
36.06%
43.94%
15.83%
10.07%
8.26%
6.85%
7.57%
4.28%
6.91%
5.15%
6.08%
4.97%
3.80%
8.92%
3.59%
4.50%
3.46%
2.33%
2.95%
--

JHMA Countries


JHMA
Segment Benchmark
100.00%
100.00%

JHMA Regions


JHMA
Segment Benchmark
100.00%
100.00%

JHMA Economic Development


JHMA
Segment Benchmark
100.00%
100.00%

JHMA Performance Statistics

0.98
0.98
0.98
0.98
0.17%
Thomson Reuters US Basic Materials

JHMA MSCI ESG Ratings

8.39 / 10
85.71
90.95
0.82%
--
601.71

JHMA Benchmark Comparison Holdings

46
115
41
68.39%

JHMA Benchmark Comparison Summary


JHMA
Segment Benchmark
46
115
$38.95B
$51.32B
19.01
21.71
3.23
3.46
1.74%
1.51%
Medium
High

JHMA Benchmark Comparison Market Cap Size


JHMA
Segment Benchmark
80.48%
75.35%
19.48%
21.05%
0.00%
3.31%
0.05%
0.29%